+753.6%
IAU vs ENB
+908.9%
-155.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +3.1% | -7.7% | -4.9% |
| 30D | -5.4% | +2.1% | -7.6% | -5.6% |
| 3M | -10.9% | -4.4% | -6.5% | -10.6% |
| 6M | -17.4% | -10.1% | -7.3% | -16.6% |
| YTD | -10.2% | +5.2% | -15.4% | -10.8% |
| 1Y | -7.1% | +4.2% | -11.3% | -7.6% |
| 3Y | +97.7% | +70.1% | +27.6% | +88.1% |
| 5Y | +105.3% | +59.4% | +45.9% | +95.9% |
| 10Y | +208.0% | +109.5% | +98.5% | +183.9% |
| All | +753.6% | +908.9% | -155.3% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling