-38.0%
IAUX vs SPY
+95.9%
-133.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -4.8% |
| 7D | -5.1% | +3.3% | -8.4% | -7.9% |
| 30D | -16.2% | -2.7% | -13.5% | -14.0% |
| 3M | -26.3% | -1.7% | -24.5% | -24.8% |
| 6M | -18.9% | +3.1% | -22.0% | -20.2% |
| YTD | -11.6% | +11.9% | -23.5% | -18.6% |
| 1Y | +29.1% | +12.0% | +17.1% | +19.0% |
| 3Y | -0.8% | +78.2% | -78.9% | -38.0% |
| 5Y | -51.3% | +73.2% | -124.6% | -69.5% |
| All | -38.0% | +95.9% | -133.9% | -67.5% |
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 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