+776.9%
IAU vs EIX
+307.5%
+469.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -2.0% | -2.5% | +0.6% | -1.8% |
| 30D | -4.4% | +7.7% | -12.1% | -4.9% |
| 3M | -8.9% | -12.9% | +4.0% | -8.4% |
| 6M | -15.9% | -12.7% | -3.3% | -15.5% |
| YTD | -7.8% | +5.5% | -13.2% | -8.5% |
| 1Y | -3.8% | +9.4% | -13.1% | -4.8% |
| 3Y | +104.3% | +9.7% | +94.6% | +101.3% |
| 5Y | +111.2% | +16.9% | +94.3% | +106.6% |
| 10Y | +216.4% | +34.3% | +182.2% | +202.8% |
| All | +776.9% | +307.5% | +469.5% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling