-13.9%
IAUX vs SPY
+98.8%
-112.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -3.2% | +0.1% | -3.4% | -3.3% |
| 30D | +18.5% | +0.1% | +18.5% | +18.6% |
| 3M | +13.3% | +2.0% | +11.3% | +11.9% |
| 6M | -1.6% | +13.0% | -14.7% | -10.5% |
| YTD | +22.6% | +13.5% | +9.1% | +11.2% |
| 1Y | +129.2% | +20.0% | +109.2% | +99.0% |
| 3Y | -9.1% | +77.2% | -86.3% | -43.2% |
| 5Y | -16.4% | +81.9% | -98.2% | -49.8% |
| All | -13.9% | +98.8% | -112.7% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling