+216.4%
IAU vs ECL
+196.0%
+20.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.8% |
| 30D | -4.4% | +8.3% | -12.7% | -4.8% |
| 3M | -8.9% | +8.4% | -17.3% | -9.3% |
| 6M | -15.9% | +23.3% | -39.2% | -16.9% |
| YTD | -7.8% | +18.2% | -26.0% | -8.6% |
| 1Y | -3.8% | +18.8% | -22.5% | -4.7% |
| 3Y | +104.3% | +78.5% | +25.9% | +98.9% |
| 5Y | +111.2% | +40.1% | +71.1% | +105.9% |
| 10Y | +216.4% | +196.5% | +20.0% | +208.8% |
| All | +216.4% | +196.0% | +20.4% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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