+753.6%
IAU vs EIX
+309.2%
+444.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | +1.4% | -5.9% | -4.7% |
| 30D | -5.4% | +8.5% | -14.0% | -5.9% |
| 3M | -10.9% | -13.5% | +2.6% | -10.3% |
| 6M | -17.4% | -12.4% | -5.0% | -17.0% |
| YTD | -10.2% | +5.9% | -16.1% | -10.9% |
| 1Y | -7.1% | +7.6% | -14.6% | -7.9% |
| 3Y | +97.7% | +12.8% | +84.9% | +94.4% |
| 5Y | +105.3% | +19.2% | +86.1% | +100.6% |
| 10Y | +208.0% | +34.9% | +173.2% | +194.7% |
| All | +753.6% | +309.2% | +444.4% | +681.5% |
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