-7.1%
IAU vs SW
+24.2%
-31.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -4.6% | -2.9% | -1.7% | -4.2% |
| 30D | -5.4% | +5.0% | -10.5% | -6.1% |
| 3M | -10.9% | -13.7% | +2.8% | -9.1% |
| 6M | -17.4% | +8.0% | -25.4% | -18.8% |
| YTD | -10.2% | +14.0% | -24.2% | -12.7% |
| 1Y | -7.1% | +25.6% | -32.7% | -10.3% |
| All | -7.1% | +24.2% | -31.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling