+105.6%
IAU vs ENB
+58.6%
+46.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.6% | +3.1% | -7.7% | -5.1% |
| 30D | -5.4% | +2.1% | -7.6% | -5.9% |
| 3M | -10.9% | -4.4% | -6.5% | -10.2% |
| 6M | -17.4% | -10.1% | -7.3% | -15.9% |
| YTD | -10.2% | +5.2% | -15.4% | -11.8% |
| 1Y | -7.1% | +4.2% | -11.3% | -8.5% |
| 3Y | +97.7% | +70.1% | +27.6% | +76.0% |
| All | +105.6% | +58.6% | +46.9% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling