+138.7%
IAU vs EFV
+94.1%
+44.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -3.4% | -2.0% | -1.4% | -2.6% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | +5.8% | +9.1% | -3.3% | +2.7% |
| 6M | -16.9% | +11.7% | -28.6% | -20.0% |
| YTD | +0.1% | +17.0% | -16.9% | -4.6% |
| 1Y | +18.4% | +26.7% | -8.3% | +10.4% |
| 3Y | +123.6% | +90.2% | +33.4% | +88.6% |
| 5Y | +138.7% | +96.1% | +42.7% | +92.8% |
| All | +138.7% | +94.1% | +44.7% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling