-14.6%
EW vs IAU
+120.1%
-134.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +11.0% | +4.7% | +6.3% | +10.2% |
| 30D | +19.1% | -0.9% | +20.0% | +19.2% |
| 3M | +14.4% | -4.4% | +18.7% | +15.0% |
| 6M | +22.8% | -13.5% | +36.3% | +25.5% |
| YTD | +19.8% | -5.9% | +25.7% | +19.7% |
| 1Y | +23.9% | +1.9% | +22.0% | +21.5% |
| 3Y | +52.2% | +104.1% | -51.8% | +16.0% |
| All | -14.6% | +120.1% | -134.7% | -42.8% |
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