+11.3%
IAUI vs SPY
+25.1%
-13.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +3.7% | -2.7% | +6.4% | +5.1% |
| 30D | -1.3% | -5.4% | +4.1% | +1.7% |
| 3M | -4.9% | -4.1% | -0.8% | -2.7% |
| 6M | -12.9% | +0.7% | -13.6% | -13.0% |
| YTD | -7.7% | +8.7% | -16.3% | -10.9% |
| 1Y | -1.1% | +10.9% | -12.0% | -4.6% |
| All | +11.3% | +25.1% | -13.7% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling