-16.8%
IAUX vs SPY
+95.6%
-112.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -3.4% | -2.0% | -1.4% | -1.6% |
| 30D | +4.2% | -1.7% | +5.9% | +5.9% |
| 3M | +26.3% | +4.7% | +21.5% | +21.7% |
| 6M | -6.0% | +12.5% | -18.5% | -14.0% |
| YTD | +18.5% | +11.7% | +6.8% | +9.1% |
| 1Y | +89.1% | +17.5% | +71.6% | +67.2% |
| 3Y | -3.9% | +76.6% | -80.5% | -39.6% |
| 5Y | -32.7% | +82.0% | -114.8% | -60.0% |
| All | -16.8% | +95.6% | -112.4% | -56.5% |
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