+219.7%
IAU vs ED
+108.5%
+111.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +3.3% | +0.5% | +2.8% | +3.1% |
| 6M | -16.2% | -3.1% | -13.1% | -16.1% |
| YTD | +0.7% | +9.8% | -9.2% | -0.3% |
| 1Y | +19.2% | +12.6% | +6.7% | +17.7% |
| 3Y | +124.4% | +31.4% | +93.0% | +118.0% |
| 5Y | +140.0% | +69.4% | +70.6% | +128.8% |
| All | +219.7% | +108.5% | +111.2% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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