-14.4%
SMR vs IAU
+124.0%
-138.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -16.2% |
| 7D | -11.2% | -2.0% | -9.2% | -9.9% |
| 30D | -10.2% | -1.5% | -8.7% | -9.0% |
| 3M | -10.0% | +3.3% | -13.3% | -12.6% |
| 6M | -30.5% | -16.2% | -14.2% | -19.0% |
| YTD | -39.2% | +0.7% | -39.9% | -38.5% |
| 1Y | -75.5% | +19.2% | -94.8% | -77.9% |
| 3Y | +45.4% | +124.4% | -79.0% | -22.8% |
| All | -14.4% | +124.0% | -138.5% | -56.5% |
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