+128.8%
IAU vs EOSE
-58.6%
+187.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | +0.2% | +15.0% | -14.8% | -0.1% |
| 30D | +0.2% | +2.5% | -2.3% | +0.1% |
| 3M | +3.3% | -33.7% | +37.0% | +3.8% |
| 6M | -14.6% | -32.7% | +18.2% | -14.4% |
| YTD | +1.9% | -63.8% | +65.7% | +2.9% |
| 1Y | +20.9% | -40.5% | +61.4% | +21.0% |
| 3Y | +127.5% | +50.4% | +77.1% | +121.6% |
| 5Y | +141.9% | -68.6% | +210.5% | +136.6% |
| All | +128.8% | -58.6% | +187.4% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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