+182.7%
IAU vs ELF
+391.6%
-208.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.1% |
| 7D | -4.6% | +1.6% | -6.2% | -4.6% |
| 30D | -5.4% | +9.1% | -14.5% | -5.5% |
| 3M | -10.9% | +28.2% | -39.1% | -11.0% |
| 6M | -17.4% | +119.5% | -136.9% | -17.5% |
| YTD | -10.2% | +55.2% | -65.4% | -10.4% |
| 1Y | -7.1% | +58.6% | -65.6% | -7.3% |
| 3Y | +97.7% | +21.3% | +76.4% | +97.1% |
| 5Y | +105.3% | +276.2% | -170.9% | +103.8% |
| 10Y | +208.0% | +337.0% | -128.9% | +200.6% |
| All | +182.7% | +391.6% | -208.9% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling