+219.7%
IAU vs ELV
+280.2%
-60.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.0% | +3.2% | -5.2% | -2.1% |
| 30D | -1.5% | +5.4% | -6.9% | -1.6% |
| 3M | +3.3% | +5.4% | -2.1% | +3.2% |
| 6M | -16.2% | +45.7% | -61.9% | -16.6% |
| YTD | +0.7% | +21.2% | -20.5% | +0.3% |
| 1Y | +19.2% | +35.6% | -16.4% | +18.8% |
| 3Y | +124.4% | -2.0% | +126.4% | +124.1% |
| 5Y | +140.0% | +26.0% | +114.0% | +139.5% |
| All | +219.7% | +280.2% | -60.5% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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