+753.6%
IAU vs STZ
+598.9%
+154.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | +2.6% | -7.1% | -4.6% |
| 30D | -5.4% | +15.2% | -20.6% | -5.7% |
| 3M | -10.9% | +7.6% | -18.5% | -11.0% |
| 6M | -17.4% | +5.3% | -22.6% | -17.5% |
| YTD | -10.2% | +8.6% | -18.9% | -10.4% |
| 1Y | -7.1% | +15.6% | -22.6% | -7.4% |
| 3Y | +97.7% | -35.2% | +132.9% | +99.1% |
| 5Y | +105.3% | -29.1% | +134.4% | +106.2% |
| 10Y | +208.0% | +12.9% | +195.1% | +206.2% |
| All | +753.6% | +598.9% | +154.7% | +698.0% |
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