-35.1%
IAUX vs SPY
+81.8%
-116.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.2% |
| 7D | +3.5% | +0.5% | +3.0% | +3.0% |
| 30D | +8.6% | -0.9% | +9.6% | +9.6% |
| 3M | +25.7% | +3.9% | +21.8% | +22.1% |
| 6M | +0.6% | +14.5% | -14.0% | -9.3% |
| YTD | +20.5% | +12.9% | +7.6% | +10.0% |
| 1Y | +103.7% | +19.4% | +84.3% | +78.1% |
| 3Y | -2.2% | +78.5% | -80.7% | -38.5% |
| All | -35.1% | +81.8% | -116.9% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling