+868.5%
IAU vs EME
+7,583.7%
-6,715.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +0.2% | +2.7% | -2.6% | +0.1% |
| 30D | +0.2% | -6.8% | +7.0% | +0.4% |
| 3M | +3.3% | -8.8% | +12.1% | +3.5% |
| 6M | -14.6% | +5.0% | -19.5% | -14.7% |
| YTD | +1.9% | +23.5% | -21.6% | +1.2% |
| 1Y | +20.9% | +21.3% | -0.4% | +20.0% |
| 3Y | +127.5% | +241.1% | -113.6% | +119.6% |
| 5Y | +141.9% | +549.2% | -407.2% | +129.4% |
| 10Y | +222.8% | +1,306.4% | -1,083.6% | +197.8% |
| All | +868.5% | +7,583.7% | -6,715.2% | +715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling