+222.8%
IAU vs ECL
+149.7%
+73.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +0.2% | -2.7% | +2.9% | +0.3% |
| 30D | +0.2% | -4.3% | +4.5% | +0.4% |
| 3M | +3.3% | +3.2% | +0.1% | +3.1% |
| 6M | -14.6% | -2.9% | -11.7% | -14.5% |
| YTD | +1.9% | +4.3% | -2.4% | +1.6% |
| 1Y | +20.9% | +1.6% | +19.2% | +20.7% |
| 3Y | +127.5% | +54.3% | +73.2% | +123.2% |
| 5Y | +141.9% | +26.5% | +115.4% | +137.4% |
| 10Y | +222.8% | +155.6% | +67.2% | +222.4% |
| All | +222.8% | +149.7% | +73.1% | +222.4% |
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