+209.5%
IAU vs SW
+182.7%
+26.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | +2.3% | +2.4% | +4.7% |
| 30D | -0.9% | +6.8% | -7.7% | -1.1% |
| 3M | -4.4% | -5.2% | +0.8% | -4.2% |
| 6M | -13.5% | +7.4% | -20.9% | -13.7% |
| YTD | -5.9% | +17.4% | -23.3% | -6.4% |
| 1Y | +1.9% | +27.1% | -25.2% | +1.2% |
| 3Y | +104.1% | +47.9% | +56.2% | +101.7% |
| 5Y | +121.0% | -2.6% | +123.6% | +119.0% |
| All | +209.5% | +182.7% | +26.8% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling