+219.7%
IAU vs EME
+1,362.1%
-1,142.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | -2.0% | +3.5% | -5.5% | -2.1% |
| 30D | -1.5% | -6.3% | +4.8% | -1.4% |
| 3M | +3.3% | -3.8% | +7.0% | +3.2% |
| 6M | -16.2% | +8.5% | -24.7% | -16.4% |
| YTD | +0.7% | +27.8% | -27.1% | +0.3% |
| 1Y | +19.2% | +22.2% | -3.0% | +18.8% |
| 3Y | +124.4% | +253.5% | -129.1% | +122.1% |
| 5Y | +140.0% | +578.6% | -438.6% | +137.3% |
| All | +219.7% | +1,362.1% | -1,142.4% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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