+125.7%
EEM vs IAU
+218.5%
-92.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | -0.7% | -3.4% | +2.7% | +0.4% |
| 30D | +2.4% | -1.1% | +3.5% | +2.7% |
| 3M | +4.2% | +5.8% | -1.7% | +2.1% |
| 6M | +14.8% | -16.9% | +31.7% | +21.3% |
| YTD | +23.1% | +0.1% | +23.0% | +22.6% |
| 1Y | +32.5% | +18.4% | +14.1% | +25.0% |
| 3Y | +85.9% | +123.6% | -37.7% | +42.7% |
| 5Y | +43.6% | +138.7% | -95.2% | +7.1% |
| All | +125.7% | +218.5% | -92.8% | +54.1% |
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 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