+84.1%
EWZ vs IAU
+216.4%
-132.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | +5.6% | +0.7% | +4.8% | +5.3% |
| 30D | +9.3% | +0.3% | +8.9% | +9.0% |
| 3M | +15.7% | +0.7% | +15.0% | +15.1% |
| 6M | +7.4% | -15.5% | +22.9% | +13.7% |
| YTD | +22.7% | +1.0% | +21.7% | +21.5% |
| 1Y | +36.4% | +19.6% | +16.8% | +26.6% |
| 3Y | +50.4% | +125.4% | -75.1% | +7.7% |
| 5Y | +67.6% | +140.7% | -73.1% | +16.0% |
| 10Y | +84.1% | +218.1% | -134.1% | +11.1% |
| All | +84.1% | +216.4% | -132.4% | +11.1% |
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 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