-7.9%
IAU vs STZ
+12.7%
-20.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -7.0% | +14.7% | -21.7% | -7.6% |
| 3M | -12.3% | +8.8% | -21.1% | -12.6% |
| 6M | -17.9% | +3.1% | -21.0% | -17.7% |
| YTD | -10.3% | +7.9% | -18.2% | -11.8% |
| 1Y | -7.9% | +14.2% | -22.1% | -10.2% |
| All | -7.9% | +12.7% | -20.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling