+142.9%
IAU vs ELV
+13.8%
+129.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +0.2% | -2.2% | +2.4% | +0.2% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | +3.3% | -6.1% | +9.4% | +3.3% |
| 6M | -14.6% | +42.8% | -57.4% | -15.1% |
| YTD | +1.9% | +14.4% | -12.5% | +1.3% |
| 1Y | +20.9% | +28.6% | -7.7% | +20.2% |
| 3Y | +127.5% | -7.4% | +134.9% | +127.5% |
| All | +142.9% | +13.8% | +129.1% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling