+213.0%
IAU vs ES
+87.3%
+125.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +2.8% | +0.9% | +2.0% | +2.7% |
| 30D | -4.0% | +5.9% | -9.9% | -4.6% |
| 3M | -8.2% | -1.0% | -7.2% | -8.2% |
| 6M | -14.8% | +7.2% | -21.9% | -15.5% |
| YTD | -6.7% | +7.0% | -13.7% | -7.5% |
| 1Y | -2.2% | +0.5% | -2.7% | -2.6% |
| 3Y | +106.7% | +48.7% | +58.1% | +96.7% |
| 5Y | +114.8% | +1.9% | +112.9% | +111.8% |
| 10Y | +213.0% | +89.2% | +123.8% | +175.3% |
| All | +213.0% | +87.3% | +125.6% | +175.3% |
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