+859.8%
IAU vs ELV
+750.5%
+109.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +0.3% | +2.0% | -1.6% | +0.3% |
| 3M | +0.7% | -3.5% | +4.2% | +0.7% |
| 6M | -15.5% | +40.2% | -55.7% | -15.3% |
| YTD | +1.0% | +15.8% | -14.9% | +1.0% |
| 1Y | +19.6% | +33.2% | -13.6% | +19.8% |
| 3Y | +125.4% | -6.2% | +131.7% | +125.5% |
| 5Y | +140.7% | +16.4% | +124.3% | +141.7% |
| 10Y | +218.1% | +259.8% | -41.6% | +227.7% |
| All | +859.8% | +750.5% | +109.3% | +930.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling