+140.7%
IAU vs STZ
-36.5%
+177.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -1.4% |
| 7D | +0.7% | -7.4% | +8.1% | +1.2% |
| 30D | +0.3% | -10.9% | +11.2% | +1.0% |
| 3M | +0.7% | -13.4% | +14.1% | +1.5% |
| 6M | -15.5% | -16.2% | +0.7% | -14.7% |
| YTD | +1.0% | -10.4% | +11.4% | +1.4% |
| 1Y | +19.6% | -14.8% | +34.3% | +20.3% |
| 3Y | +125.4% | -50.1% | +175.6% | +133.5% |
| 5Y | +140.7% | -38.8% | +179.5% | +150.8% |
| All | +140.7% | -36.5% | +177.3% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling