+106.7%
IAU vs STZ
-34.1%
+140.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.8% | +5.3% | -2.5% | +2.6% |
| 30D | -4.0% | +19.6% | -23.6% | -4.8% |
| 3M | -8.2% | +10.0% | -18.2% | -8.6% |
| 6M | -14.8% | -0.3% | -14.5% | -14.6% |
| YTD | -6.7% | +8.6% | -15.3% | -7.2% |
| 1Y | -2.2% | +16.6% | -18.8% | -3.1% |
| 3Y | +106.7% | -34.8% | +141.5% | +109.1% |
| All | +106.7% | -34.1% | +140.8% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling