+138.7%
IAU vs EFX
-37.1%
+175.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.4% | -11.1% | +7.8% | -3.0% |
| 30D | -1.1% | -7.4% | +6.3% | -0.9% |
| 3M | +5.8% | +1.5% | +4.3% | +5.7% |
| 6M | -16.9% | -13.7% | -3.2% | -16.7% |
| YTD | +0.1% | -21.9% | +22.0% | +0.8% |
| 1Y | +18.4% | -30.8% | +49.2% | +19.8% |
| 3Y | +123.6% | -12.4% | +135.9% | +122.1% |
| 5Y | +138.7% | -35.9% | +174.7% | +133.1% |
| All | +138.7% | -37.1% | +175.8% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling