+219.7%
IAU vs EFX
+42.6%
+177.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -2.0% | -4.5% | +2.5% | -1.9% |
| 30D | -1.5% | -6.1% | +4.5% | -1.3% |
| 3M | +3.3% | +6.2% | -2.9% | +3.0% |
| 6M | -16.2% | -11.2% | -5.0% | -16.0% |
| YTD | +0.7% | -21.4% | +22.1% | +1.3% |
| 1Y | +19.2% | -34.3% | +53.5% | +20.7% |
| 3Y | +124.4% | -12.5% | +136.9% | +123.7% |
| 5Y | +140.0% | -35.6% | +175.6% | +140.0% |
| All | +219.7% | +42.6% | +177.1% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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