+322.3%
EWZ vs IAU
+875.8%
-553.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | -0.5% | +7.0% | +6.7% |
| 30D | +4.8% | +4.4% | +0.4% | +3.0% |
| 3M | +9.9% | -1.1% | +10.9% | +10.1% |
| 6M | +1.9% | -13.7% | +15.7% | +7.4% |
| YTD | +20.3% | +2.7% | +17.6% | +18.2% |
| 1Y | +35.6% | +24.6% | +11.0% | +23.4% |
| 3Y | +43.4% | +126.8% | -83.4% | +2.5% |
| 5Y | +55.9% | +139.5% | -83.5% | +8.6% |
| 10Y | +84.2% | +226.3% | -142.1% | +12.4% |
| All | +322.3% | +875.8% | -553.5% | +34.0% |
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