+141.9%
IAU vs EL
-68.4%
+210.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | +0.2% | -2.4% | +2.5% | +0.3% |
| 30D | +0.2% | +13.7% | -13.4% | -0.6% |
| 3M | +3.3% | +14.5% | -11.2% | +2.3% |
| 6M | -14.6% | +7.4% | -22.0% | -15.3% |
| YTD | +1.9% | -4.7% | +6.6% | +1.4% |
| 1Y | +20.9% | +12.9% | +7.9% | +19.4% |
| 3Y | +127.5% | -32.2% | +159.7% | +128.1% |
| 5Y | +141.9% | -68.4% | +210.3% | +145.4% |
| All | +141.9% | -68.4% | +210.3% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling