+210.7%
IAU vs EL
+62.2%
+148.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +1.5% | -6.1% | -4.6% |
| 30D | -5.4% | +10.0% | -15.4% | -5.9% |
| 3M | -10.9% | +28.4% | -39.3% | -12.0% |
| 6M | -17.4% | +37.1% | -54.4% | -18.6% |
| YTD | -10.2% | +7.8% | -18.0% | -11.1% |
| 1Y | -7.1% | +26.0% | -33.1% | -8.4% |
| 3Y | +97.7% | +3.8% | +93.9% | +94.9% |
| 5Y | +105.3% | -65.2% | +170.5% | +105.6% |
| All | +210.7% | +62.2% | +148.5% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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