+219.7%
IAU vs EFV
+169.9%
+49.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -1.5% | +0.6% | -2.2% | -1.6% |
| 3M | +3.3% | +7.5% | -4.3% | +1.8% |
| 6M | -16.2% | +13.0% | -29.3% | -18.1% |
| YTD | +0.7% | +18.3% | -17.6% | -2.3% |
| 1Y | +19.2% | +26.7% | -7.5% | +14.5% |
| 3Y | +124.4% | +89.6% | +34.8% | +103.5% |
| 5Y | +140.0% | +98.2% | +41.8% | +115.0% |
| All | +219.7% | +169.9% | +49.8% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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