+876.7%
IAU vs ENB
+945.1%
-68.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -2.2% | +6.7% | +4.6% |
| 3M | -1.1% | -10.5% | +9.4% | -0.1% |
| 6M | -13.7% | -5.1% | -8.7% | -13.4% |
| YTD | +2.7% | +9.0% | -6.2% | +1.8% |
| 1Y | +24.6% | +8.2% | +16.4% | +23.5% |
| 3Y | +126.8% | +67.8% | +59.1% | +115.9% |
| 5Y | +139.5% | +69.4% | +70.1% | +127.4% |
| 10Y | +226.3% | +117.5% | +108.7% | +199.6% |
| All | +876.7% | +945.1% | -68.4% | +598.1% |
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 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