+97.5%
IAU vs ECL
+77.0%
+20.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -7.0% | +6.6% | -13.5% | -7.6% |
| 3M | -12.3% | +9.6% | -21.9% | -13.2% |
| 6M | -17.9% | +21.6% | -39.5% | -19.8% |
| YTD | -10.3% | +16.9% | -27.2% | -11.8% |
| 1Y | -7.9% | +17.9% | -25.8% | -9.5% |
| All | +97.5% | +77.0% | +20.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling