+111.2%
IAU vs EMB
+8.4%
+102.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.7% |
| 30D | -4.4% | +1.5% | -6.0% | -5.2% |
| 3M | -8.9% | -1.6% | -7.3% | -8.1% |
| 6M | -15.9% | -1.5% | -14.4% | -15.2% |
| YTD | -7.8% | -0.1% | -7.7% | -7.5% |
| 1Y | -3.8% | +0.5% | -4.3% | -3.8% |
| 3Y | +104.3% | +30.2% | +74.1% | +81.6% |
| 5Y | +111.2% | +8.6% | +102.6% | +93.5% |
| All | +111.2% | +8.4% | +102.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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