+153.3%
EWY vs IAU
+141.6%
+11.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | +6.7% | +0.2% | +6.5% | +6.5% |
| 30D | +17.0% | +0.2% | +16.7% | +16.8% |
| 3M | +3.7% | +3.3% | +0.4% | +1.8% |
| 6M | +42.5% | -14.6% | +57.0% | +54.3% |
| YTD | +96.2% | +1.9% | +94.4% | +95.8% |
| 1Y | +160.4% | +20.9% | +139.5% | +138.4% |
| 3Y | +231.7% | +127.5% | +104.2% | +115.6% |
| 5Y | +153.3% | +141.9% | +11.3% | +49.5% |
| All | +153.3% | +141.6% | +11.7% | +49.5% |
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 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