+0.4%
IAU vs ES
-0.3%
+0.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -1.4% | +5.7% | -7.1% | -2.0% |
| 3M | -4.8% | -2.8% | -2.0% | -4.4% |
| 6M | -12.5% | +7.0% | -19.4% | -13.8% |
| YTD | -4.2% | +6.8% | -11.0% | -4.7% |
| All | +0.4% | -0.3% | +0.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling