+210.7%
IAU vs STZ
+13.4%
+197.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | +2.6% | -7.1% | -4.7% |
| 30D | -5.4% | +15.2% | -20.6% | -6.0% |
| 3M | -10.9% | +7.6% | -18.5% | -11.2% |
| 6M | -17.4% | +5.3% | -22.6% | -17.6% |
| YTD | -10.2% | +8.6% | -18.9% | -10.6% |
| 1Y | -7.1% | +15.6% | -22.6% | -7.7% |
| 3Y | +97.7% | -35.2% | +132.9% | +100.3% |
| 5Y | +105.3% | -29.1% | +134.4% | +107.2% |
| All | +210.7% | +13.4% | +197.3% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling