+71.3%
EEM vs IAU
+98.8%
-27.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.4% |
| 7D | +5.3% | -5.5% | +10.8% | +7.6% |
| 30D | -7.0% | -7.0% | 0.0% | -4.5% |
| 3M | -8.0% | -12.3% | +4.3% | -3.5% |
| 6M | -6.6% | -17.9% | +11.3% | +0.1% |
| YTD | +12.3% | -10.3% | +22.7% | +16.5% |
| 1Y | +12.2% | -7.9% | +20.1% | +15.2% |
| All | +71.3% | +98.8% | -27.5% | +25.8% |
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