+105.6%
IAU vs EFX
-30.1%
+135.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | -5.4% | +25.1% | -30.5% | -6.2% |
| 3M | -10.9% | +1.7% | -12.5% | -11.0% |
| 6M | -17.4% | +18.4% | -35.7% | -18.0% |
| YTD | -10.2% | -12.5% | +2.3% | -10.0% |
| 1Y | -7.1% | -8.1% | +1.0% | -7.0% |
| 3Y | +97.7% | +4.8% | +92.9% | +94.6% |
| All | +105.6% | -30.1% | +135.7% | +102.1% |
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