+127.1%
IAU vs EFX
-12.7%
+139.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.9% |
| 7D | +0.2% | -9.4% | +9.5% | +0.3% |
| 30D | +0.2% | -6.9% | +7.1% | +0.3% |
| 3M | +3.3% | +0.1% | +3.1% | +3.3% |
| 6M | -14.6% | -17.3% | +2.8% | -14.4% |
| YTD | +1.9% | -21.8% | +23.7% | +2.2% |
| 1Y | +20.9% | -32.5% | +53.4% | +21.9% |
| All | +127.1% | -12.7% | +139.8% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling