+857.0%
IAU vs SU
+621.7%
+235.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.0% | +2.2% | -4.2% | -2.2% |
| 30D | -1.5% | +8.4% | -10.0% | -2.3% |
| 3M | +3.3% | +12.1% | -8.8% | +2.1% |
| 6M | -16.2% | +19.7% | -35.9% | -17.8% |
| YTD | +0.7% | +58.4% | -57.7% | -3.7% |
| 1Y | +19.2% | +67.2% | -48.0% | +13.4% |
| 3Y | +124.4% | +125.0% | -0.6% | +106.6% |
| 5Y | +140.0% | +355.1% | -215.0% | +105.0% |
| 10Y | +218.9% | +263.7% | -44.7% | +167.2% |
| All | +857.0% | +621.7% | +235.3% | +592.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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