-15.9%
IAU vs EIX
-11.5%
-4.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.2% |
| 7D | -2.0% | -2.5% | +0.6% | -2.0% |
| 30D | -4.4% | +7.7% | -12.1% | -4.2% |
| 3M | -8.9% | -12.9% | +4.0% | -8.7% |
| 6M | -15.9% | -12.7% | -3.3% | -14.6% |
| All | -15.9% | -11.5% | -4.5% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling