-79.9%
SMR vs IAU
-8.1%
-71.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.5% |
| 7D | -8.3% | -4.6% | -3.7% | -3.3% |
| 30D | -20.1% | -5.4% | -14.6% | -15.3% |
| 3M | -52.7% | -10.9% | -41.8% | -46.5% |
| 6M | -61.0% | -17.4% | -43.7% | -52.1% |
| YTD | -67.1% | -10.2% | -56.9% | -63.8% |
| 1Y | -79.9% | -7.1% | -72.8% | -80.2% |
| All | -79.9% | -8.1% | -71.8% | -80.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling