+552.8%
EWY vs IAU
+751.7%
-199.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -0.8% |
| 7D | +10.4% | -5.5% | +15.9% | +12.3% |
| 30D | -12.7% | -7.0% | -5.7% | -10.8% |
| 3M | -17.3% | -12.3% | -5.1% | -13.9% |
| 6M | -18.6% | -17.9% | -0.6% | -13.4% |
| YTD | +49.5% | -10.3% | +59.9% | +55.7% |
| 1Y | +55.0% | -7.9% | +62.9% | +60.1% |
| 3Y | +159.0% | +98.7% | +60.3% | +121.4% |
| 5Y | +102.5% | +105.0% | -2.6% | +71.4% |
| 10Y | +232.2% | +207.7% | +24.6% | +157.3% |
| All | +552.8% | +751.7% | -199.0% | +244.7% |
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