-48.0%
SMR vs IAU
+105.3%
-153.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.2% |
| 7D | +1.9% | -2.0% | +3.9% | +3.6% |
| 30D | -21.9% | -4.4% | -17.5% | -18.9% |
| 3M | -47.1% | -8.9% | -38.2% | -42.6% |
| 6M | -60.6% | -15.9% | -44.7% | -54.0% |
| YTD | -63.1% | -7.8% | -55.3% | -59.6% |
| 1Y | -80.4% | -3.8% | -76.7% | -79.3% |
| 3Y | +150.2% | +104.3% | +45.9% | +44.7% |
| All | -48.0% | +105.3% | -153.3% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling