+121.1%
EEM vs IAU
+210.9%
-89.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.7% | -4.6% | +7.3% | +4.3% |
| 30D | -5.4% | -5.4% | 0.0% | -3.6% |
| 3M | -8.6% | -10.9% | +2.2% | -5.2% |
| 6M | -8.9% | -17.4% | +8.5% | -3.2% |
| YTD | +11.9% | -10.2% | +22.1% | +15.6% |
| 1Y | +13.1% | -7.1% | +20.1% | +15.4% |
| 3Y | +70.7% | +97.7% | -27.1% | +36.6% |
| 5Y | +31.8% | +105.3% | -73.5% | +3.2% |
| All | +121.1% | +210.9% | -89.8% | +53.6% |
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