-17.3%
SLB vs IAU
+208.6%
-225.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.4% |
| 7D | -4.3% | +2.8% | -7.1% | -4.9% |
| 30D | +1.9% | -4.0% | +5.9% | +2.7% |
| 3M | -5.7% | -8.2% | +2.5% | -4.2% |
| 6M | -5.3% | -14.8% | +9.4% | -2.4% |
| YTD | +32.2% | -6.7% | +38.8% | +33.4% |
| 1Y | +38.5% | -2.2% | +40.7% | +38.5% |
| 3Y | +1.1% | +106.7% | -105.6% | -13.7% |
| 5Y | +70.3% | +114.8% | -44.5% | +43.6% |
| 10Y | -17.3% | +213.0% | -230.3% | -29.9% |
| All | -17.3% | +208.6% | -225.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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