+876.7%
IAU vs STZ
+510.4%
+366.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | -1.9% | +6.3% | +4.5% |
| 3M | -1.1% | -6.2% | +5.2% | -0.9% |
| 6M | -13.7% | -14.0% | +0.3% | -13.5% |
| YTD | +2.7% | -5.1% | +7.9% | +2.8% |
| 1Y | +24.6% | -9.6% | +34.2% | +24.8% |
| 3Y | +126.8% | -47.2% | +174.1% | +129.4% |
| 5Y | +139.5% | -33.6% | +173.1% | +141.1% |
| 10Y | +226.3% | -9.8% | +236.0% | +225.6% |
| All | +876.7% | +510.4% | +366.3% | +816.0% |
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