+210.3%
IAU vs ENB
+108.4%
+101.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -7.0% | +1.4% | -8.3% | -7.1% |
| 3M | -12.3% | -5.2% | -7.1% | -11.9% |
| 6M | -17.9% | -9.9% | -8.0% | -17.3% |
| YTD | -10.3% | +4.7% | -15.0% | -10.8% |
| 1Y | -7.9% | +2.8% | -10.7% | -8.3% |
| 3Y | +98.7% | +71.3% | +27.4% | +90.4% |
| 5Y | +105.0% | +58.6% | +46.5% | +97.5% |
| All | +210.3% | +108.4% | +101.9% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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