+219.7%
IAU vs SYY
+116.5%
+103.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -2.0% | +3.9% | -6.0% | -2.1% |
| 30D | -1.5% | -1.7% | +0.2% | -1.5% |
| 3M | +3.3% | +5.2% | -1.9% | +3.2% |
| 6M | -16.2% | -0.2% | -16.0% | -16.3% |
| YTD | +0.7% | +15.4% | -14.7% | +0.5% |
| 1Y | +19.2% | +5.6% | +13.6% | +19.1% |
| 3Y | +124.4% | +28.9% | +95.5% | +123.8% |
| 5Y | +140.0% | +24.1% | +116.0% | +139.4% |
| All | +219.7% | +116.5% | +103.2% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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