+44.7%
EWZ vs IAU
+127.9%
-83.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | -0.5% | +7.0% | +6.6% |
| 30D | +4.8% | +4.4% | +0.4% | +3.3% |
| 3M | +9.9% | -1.1% | +10.9% | +10.0% |
| 6M | +1.9% | -13.7% | +15.7% | +6.5% |
| YTD | +20.3% | +2.7% | +17.6% | +19.3% |
| 1Y | +35.6% | +24.6% | +11.0% | +26.6% |
| All | +44.7% | +127.9% | -83.2% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling