+218.1%
IAU vs ES
+85.1%
+133.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | +0.7% | +5.0% | -4.3% | +0.1% |
| 6M | -15.5% | -2.8% | -12.7% | -15.3% |
| YTD | +1.0% | +8.6% | -7.6% | 0.0% |
| 1Y | +19.6% | +18.9% | +0.6% | +17.1% |
| 3Y | +125.4% | +32.1% | +93.3% | +117.0% |
| 5Y | +140.7% | -5.1% | +145.8% | +138.9% |
| 10Y | +218.1% | +84.2% | +133.9% | +186.6% |
| All | +218.1% | +85.1% | +133.0% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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