+876.7%
IAU vs ES
+703.7%
+173.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | -2.0% | +6.4% | +4.6% |
| 3M | -1.1% | +1.7% | -2.7% | -1.3% |
| 6M | -13.7% | -3.5% | -10.2% | -13.5% |
| YTD | +2.7% | +7.9% | -5.2% | +2.0% |
| 1Y | +24.6% | +17.2% | +7.5% | +22.8% |
| 3Y | +126.8% | +29.3% | +97.5% | +120.9% |
| 5Y | +139.5% | -5.7% | +145.2% | +138.0% |
| 10Y | +226.3% | +85.2% | +141.0% | +209.5% |
| All | +876.7% | +703.7% | +173.0% | +774.7% |
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