+816.9%
EMR vs IAU
+786.3%
+30.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.9% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | +3.5% | -4.0% | +7.5% | +4.0% |
| 3M | +5.9% | -8.2% | +14.1% | +6.9% |
| 6M | +19.4% | -14.8% | +34.2% | +21.4% |
| YTD | +27.7% | -6.7% | +34.4% | +28.9% |
| 1Y | +30.9% | -2.2% | +33.1% | +31.7% |
| 3Y | +104.2% | +106.7% | -2.5% | +93.4% |
| 5Y | +89.6% | +114.8% | -25.2% | +78.7% |
| 10Y | +280.0% | +213.0% | +67.0% | +246.4% |
| All | +816.9% | +786.3% | +30.6% | +649.7% |
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