+219.7%
IAU vs EIX
+19.9%
+199.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.6% |
| 7D | -2.0% | -1.4% | -0.7% | -2.0% |
| 30D | -1.5% | -19.3% | +17.8% | -0.5% |
| 3M | +3.3% | -21.7% | +24.9% | +4.5% |
| 6M | -16.2% | -19.8% | +3.6% | -15.4% |
| YTD | +0.7% | -3.0% | +3.7% | +0.4% |
| 1Y | +19.2% | +5.1% | +14.1% | +18.2% |
| 3Y | +124.4% | -7.0% | +131.4% | +123.2% |
| 5Y | +140.0% | +22.0% | +118.0% | +134.5% |
| All | +219.7% | +19.9% | +199.8% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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