+105.6%
IAU vs EAT
+363.9%
-258.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | -4.0% | -0.6% | -4.5% |
| 30D | -5.4% | -2.9% | -2.5% | -5.4% |
| 3M | -10.9% | -16.9% | +6.0% | -10.5% |
| 6M | -17.4% | +57.0% | -74.3% | -18.2% |
| YTD | -10.2% | +38.2% | -48.4% | -10.9% |
| 1Y | -7.1% | +69.3% | -76.3% | -8.0% |
| 3Y | +97.7% | +483.0% | -385.3% | +90.5% |
| All | +105.6% | +363.9% | -258.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling