+219.1%
IAU vs STZ
+12.2%
+206.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | -2.0% | -0.9% | -1.0% | -1.9% |
| 30D | -4.4% | +14.9% | -19.4% | -5.0% |
| 3M | -8.9% | +8.4% | -17.3% | -9.2% |
| 6M | -15.9% | +2.8% | -18.7% | -16.1% |
| YTD | -7.8% | +7.5% | -15.3% | -8.1% |
| 1Y | -3.8% | +12.5% | -16.3% | -4.3% |
| 3Y | +104.3% | -35.4% | +139.8% | +107.0% |
| 5Y | +111.2% | -29.3% | +140.5% | +113.2% |
| All | +219.1% | +12.2% | +206.9% | +207.8% |
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