+62.1%
EMR vs IAU
+125.1%
-63.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +3.1% | +0.7% | +2.3% | +2.9% |
| 30D | -3.5% | +0.3% | -3.9% | -3.7% |
| 3M | +9.8% | +0.7% | +9.1% | +9.4% |
| 6M | +10.8% | -15.5% | +26.3% | +13.7% |
| YTD | +15.9% | +1.0% | +15.0% | +17.9% |
| 1Y | +16.4% | +19.6% | -3.1% | +17.8% |
| 3Y | +62.1% | +125.4% | -63.3% | +45.5% |
| All | +62.1% | +125.1% | -63.0% | +45.5% |
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