+303.5%
EWY vs IAU
+220.2%
+83.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | -0.1% | -2.0% | +1.9% | +0.9% |
| 30D | +7.3% | -1.5% | +8.8% | +8.1% |
| 3M | -5.1% | +3.3% | -8.4% | -6.4% |
| 6M | +42.1% | -16.2% | +58.3% | +53.3% |
| YTD | +94.1% | +0.7% | +93.5% | +95.4% |
| 1Y | +147.8% | +19.2% | +128.6% | +133.6% |
| 3Y | +222.9% | +124.4% | +98.5% | +139.0% |
| 5Y | +150.6% | +140.0% | +10.6% | +79.7% |
| All | +303.5% | +220.2% | +83.3% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling