+141.9%
IAU vs ED
+66.4%
+75.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | +0.2% | +1.9% | -1.7% | 0.0% |
| 3M | +3.3% | +1.9% | +1.4% | +2.9% |
| 6M | -14.6% | -2.3% | -12.3% | -14.4% |
| YTD | +1.9% | +10.9% | -9.0% | +0.2% |
| 1Y | +20.9% | +14.5% | +6.4% | +18.3% |
| 3Y | +127.5% | +33.4% | +94.1% | +116.5% |
| 5Y | +141.9% | +67.3% | +74.6% | +123.9% |
| All | +141.9% | +66.4% | +75.6% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling