+43.6%
EWZ vs IAU
+208.2%
-164.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.5% | +4.7% | -6.2% | -3.1% |
| 30D | -24.5% | -0.9% | -23.6% | -24.4% |
| 3M | -10.7% | -4.4% | -6.3% | -9.5% |
| 6M | -19.1% | -13.5% | -5.6% | -15.0% |
| YTD | +1.6% | -5.9% | +7.5% | +3.1% |
| 1Y | +4.3% | +1.9% | +2.4% | +2.7% |
| 3Y | +19.0% | +104.1% | -85.1% | -12.1% |
| 5Y | +57.7% | +121.0% | -63.3% | +11.7% |
| All | +43.6% | +208.2% | -164.7% | -8.8% |
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 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