+226.8%
SOXX vs IAU
+123.7%
+103.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.4% | -2.0% | +3.4% | +2.2% |
| 30D | -3.6% | -1.5% | -2.0% | -3.1% |
| 3M | -10.2% | +3.3% | -13.4% | -11.4% |
| 6M | +54.2% | -16.2% | +70.5% | +61.6% |
| YTD | +75.2% | +0.7% | +74.5% | +76.3% |
| 1Y | +107.5% | +19.2% | +88.3% | +100.9% |
| 3Y | +226.8% | +124.4% | +102.3% | +184.8% |
| All | +226.8% | +123.7% | +103.1% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling