+141.9%
IAU vs ELF
+230.6%
-88.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.9% |
| 7D | +0.2% | -6.8% | +7.0% | +0.2% |
| 30D | +0.2% | +5.1% | -4.9% | +0.2% |
| 3M | +3.3% | +79.8% | -76.5% | +3.5% |
| 6M | -14.6% | +29.7% | -44.3% | -14.5% |
| YTD | +1.9% | +31.6% | -29.7% | +1.9% |
| 1Y | +20.9% | -27.9% | +48.8% | +20.3% |
| 3Y | +127.5% | -26.4% | +153.9% | +127.4% |
| 5Y | +141.9% | +235.6% | -93.7% | +156.4% |
| All | +141.9% | +230.6% | -88.7% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling