+752.5%
IAU vs ECL
+1,071.3%
-318.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | -5.5% | -0.5% | -5.0% | -5.5% |
| 30D | -7.0% | +6.6% | -13.5% | -7.2% |
| 3M | -12.3% | +9.6% | -21.9% | -12.6% |
| 6M | -17.9% | +21.6% | -39.5% | -18.5% |
| YTD | -10.3% | +16.9% | -27.2% | -10.8% |
| 1Y | -7.9% | +17.9% | -25.8% | -8.4% |
| 3Y | +98.7% | +76.5% | +22.2% | +95.4% |
| 5Y | +105.0% | +36.6% | +68.4% | +102.0% |
| 10Y | +207.7% | +193.2% | +14.5% | +198.4% |
| All | +752.5% | +1,071.3% | -318.8% | +671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling