+787.1%
IAU vs STZ
+598.4%
+188.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.8% | +5.3% | -2.5% | +2.7% |
| 30D | -4.0% | +19.6% | -23.6% | -4.4% |
| 3M | -8.2% | +10.0% | -18.2% | -8.4% |
| 6M | -14.8% | -0.3% | -14.5% | -14.8% |
| YTD | -6.7% | +8.6% | -15.3% | -6.9% |
| 1Y | -2.2% | +16.6% | -18.8% | -2.6% |
| 3Y | +106.7% | -34.8% | +141.5% | +108.1% |
| 5Y | +114.8% | -27.8% | +142.6% | +115.7% |
| 10Y | +213.0% | +12.5% | +200.5% | +211.1% |
| All | +787.1% | +598.4% | +188.6% | +729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling