+378.0%
EEM vs IAU
+875.8%
-497.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +4.5% | +4.4% | +0.1% | +3.2% |
| 3M | -0.1% | -1.1% | +1.0% | +0.2% |
| 6M | +16.9% | -13.7% | +30.7% | +21.7% |
| YTD | +26.2% | +2.7% | +23.5% | +24.8% |
| 1Y | +40.5% | +24.6% | +15.9% | +31.5% |
| 3Y | +86.2% | +126.8% | -40.7% | +47.1% |
| 5Y | +45.5% | +139.5% | -94.0% | +12.8% |
| 10Y | +128.6% | +226.3% | -97.6% | +62.1% |
| All | +378.0% | +875.8% | -497.8% | +113.0% |
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