+876.7%
IAU vs EL
+475.2%
+401.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | +19.8% | -15.4% | +3.8% |
| 3M | -1.1% | +25.7% | -26.8% | -1.8% |
| 6M | -13.7% | +5.4% | -19.2% | -14.1% |
| YTD | +2.7% | +0.2% | +2.5% | +2.3% |
| 1Y | +24.6% | +20.4% | +4.2% | +23.6% |
| 3Y | +126.8% | -32.1% | +159.0% | +126.5% |
| 5Y | +139.5% | -67.2% | +206.7% | +141.1% |
| 10Y | +226.3% | +31.7% | +194.5% | +222.1% |
| All | +876.7% | +475.2% | +401.4% | +819.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling