+271.7%
EFA vs IAU
+752.8%
-481.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.2% | -4.6% | +6.8% | +3.2% |
| 30D | +1.4% | -5.4% | +6.8% | +2.5% |
| 3M | -4.2% | -10.9% | +6.7% | -2.0% |
| 6M | +1.9% | -17.4% | +19.3% | +5.7% |
| YTD | +10.2% | -10.2% | +20.4% | +12.1% |
| 1Y | +12.8% | -7.1% | +19.8% | +13.9% |
| 3Y | +65.2% | +97.7% | -32.5% | +43.6% |
| 5Y | +49.8% | +105.3% | -55.5% | +28.8% |
| 10Y | +145.2% | +208.0% | -62.9% | +95.3% |
| All | +271.7% | +752.8% | -481.1% | +103.6% |
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 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