+215.2%
IAU vs ELF
+299.0%
-83.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.7% |
| 7D | -3.4% | -10.8% | +7.5% | -3.3% |
| 30D | -1.1% | +0.8% | -1.9% | -1.1% |
| 3M | +5.8% | +64.8% | -58.9% | +5.7% |
| 6M | -16.9% | +19.0% | -35.9% | -17.0% |
| YTD | +0.1% | +25.9% | -25.8% | 0.0% |
| 1Y | +18.4% | -28.8% | +47.2% | +18.2% |
| 3Y | +123.6% | -29.6% | +153.2% | +123.2% |
| 5Y | +138.7% | +216.2% | -77.5% | +137.2% |
| All | +215.2% | +299.0% | -83.8% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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