+794.6%
IAU vs ES
+699.3%
+95.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | +4.7% | +1.9% | +2.9% | +4.6% |
| 30D | -0.9% | +7.1% | -7.9% | -1.4% |
| 3M | -4.4% | -1.9% | -2.4% | -4.3% |
| 6M | -13.5% | +4.4% | -17.9% | -13.9% |
| YTD | -5.9% | +7.3% | -13.2% | -6.5% |
| 1Y | +1.9% | +2.1% | -0.3% | +1.5% |
| 3Y | +104.1% | +41.8% | +62.2% | +97.4% |
| 5Y | +121.0% | +1.4% | +119.6% | +118.6% |
| 10Y | +204.1% | +86.8% | +117.3% | +188.3% |
| All | +794.6% | +699.3% | +95.2% | +701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling