+195.6%
EQT vs IAU
+138.4%
+57.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -1.2% | -3.4% | +2.2% | -0.3% |
| 30D | +1.1% | -1.1% | +2.2% | +1.2% |
| 3M | +4.8% | +5.8% | -1.0% | +2.9% |
| 6M | -10.6% | -16.9% | +6.4% | -6.0% |
| YTD | +3.4% | +0.1% | +3.3% | +0.7% |
| 1Y | +8.7% | +18.4% | -9.7% | -1.2% |
| 3Y | +35.0% | +123.6% | -88.6% | -9.6% |
| All | +195.6% | +138.4% | +57.2% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling