+425.1%
IAU vs EMB
+132.1%
+293.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -0.3% | +4.7% | +4.5% |
| 3M | -1.1% | -0.4% | -0.6% | -0.9% |
| 6M | -13.7% | +0.1% | -13.8% | -13.7% |
| YTD | +2.7% | +1.6% | +1.1% | +2.4% |
| 1Y | +24.6% | +5.6% | +19.0% | +22.8% |
| 3Y | +126.8% | +29.8% | +97.0% | +111.0% |
| 5Y | +139.5% | +7.3% | +132.2% | +132.1% |
| 10Y | +226.3% | +30.4% | +195.8% | +201.5% |
| All | +425.1% | +132.1% | +293.0% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling