+90.8%
IAUX vs SPY
+18.1%
+72.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -0.4% |
| 7D | -2.2% | -0.8% | -1.5% | -0.8% |
| 30D | 0.0% | -1.1% | +1.1% | +2.1% |
| 3M | +21.5% | +3.9% | +17.7% | +14.1% |
| 6M | -3.8% | +13.6% | -17.5% | -19.6% |
| YTD | +19.9% | +12.7% | +7.2% | +0.8% |
| 1Y | +90.8% | +17.5% | +73.3% | +42.0% |
| All | +90.8% | +18.1% | +72.7% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling