+3,739.7%
SOXX vs IAU
+851.0%
+2,888.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.5% |
| 7D | +3.0% | -3.4% | +6.4% | +3.5% |
| 30D | -3.1% | -1.1% | -2.0% | -3.0% |
| 3M | -4.4% | +5.8% | -10.2% | -5.1% |
| 6M | +52.9% | -16.9% | +69.8% | +56.1% |
| YTD | +72.0% | +0.1% | +71.9% | +72.4% |
| 1Y | +105.1% | +18.4% | +86.7% | +102.3% |
| 3Y | +220.6% | +123.6% | +97.0% | +198.1% |
| 5Y | +244.8% | +138.7% | +106.1% | +218.1% |
| 10Y | +1,537.1% | +217.2% | +1,319.9% | +1,396.5% |
| All | +3,739.7% | +851.0% | +2,888.7% | +3,148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling