+140.7%
IAU vs ECL
+29.5%
+111.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +0.3% | -2.5% | +2.8% | +0.5% |
| 3M | +0.7% | +8.3% | -7.6% | 0.0% |
| 6M | -15.5% | -1.1% | -14.4% | -15.6% |
| YTD | +1.0% | +6.5% | -5.6% | +0.4% |
| 1Y | +19.6% | +2.1% | +17.5% | +19.2% |
| 3Y | +125.4% | +57.6% | +67.8% | +118.7% |
| 5Y | +140.7% | +28.1% | +112.7% | +131.9% |
| All | +140.7% | +29.5% | +111.2% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling