+876.7%
IAU vs ED
+512.5%
+364.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -0.1% | +4.6% | +4.4% |
| 3M | -1.1% | +3.9% | -5.0% | -1.4% |
| 6M | -13.7% | -3.0% | -10.7% | -13.6% |
| YTD | +2.7% | +10.7% | -8.0% | +1.8% |
| 1Y | +24.6% | +13.3% | +11.3% | +23.2% |
| 3Y | +126.8% | +34.5% | +92.4% | +120.8% |
| 5Y | +139.5% | +67.1% | +72.3% | +129.5% |
| 10Y | +226.3% | +103.0% | +123.2% | +206.0% |
| All | +876.7% | +512.5% | +364.2% | +801.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling