-7.1%
IAU vs ED
+24.8%
-31.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.2% |
| 7D | -4.6% | +2.1% | -6.6% | -4.4% |
| 30D | -5.4% | +10.4% | -15.8% | -4.4% |
| 3M | -10.9% | +12.5% | -23.4% | -9.9% |
| 6M | -17.4% | +14.9% | -32.3% | -16.4% |
| YTD | -10.2% | +24.8% | -35.0% | -8.0% |
| 1Y | -7.1% | +23.8% | -30.9% | -4.9% |
| All | -7.1% | +24.8% | -31.8% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling