+10.8%
IAUI vs SPY
+27.6%
-16.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | -3.8% | -3.7% | -0.1% | -1.8% |
| 3M | -7.2% | -2.7% | -4.4% | -5.8% |
| 6M | -13.8% | +2.2% | -16.0% | -14.7% |
| YTD | -8.1% | +10.8% | -18.9% | -12.3% |
| 1Y | -4.0% | +11.2% | -15.2% | -8.4% |
| All | +10.8% | +27.6% | -16.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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