+111.2%
IAU vs EL
-64.9%
+176.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | -4.4% | +12.3% | -16.7% | -5.2% |
| 3M | -8.9% | +28.4% | -37.3% | -10.4% |
| 6M | -15.9% | +36.7% | -52.7% | -17.7% |
| YTD | -7.8% | +8.4% | -16.1% | -9.0% |
| 1Y | -3.8% | +25.4% | -29.2% | -5.7% |
| 3Y | +104.3% | +3.4% | +100.9% | +100.4% |
| 5Y | +111.2% | -64.8% | +176.0% | +113.0% |
| All | +111.2% | -64.9% | +176.1% | +113.0% |
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 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