+210.7%
IAU vs ESI
+318.1%
-107.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -4.6% | +5.5% | -10.1% | -4.7% |
| 30D | -5.4% | -7.8% | +2.3% | -5.3% |
| 3M | -10.9% | -15.0% | +4.1% | -10.6% |
| 6M | -17.4% | -24.9% | +7.5% | -17.0% |
| YTD | -10.2% | +33.2% | -43.4% | -10.2% |
| 1Y | -7.1% | +24.9% | -32.0% | -7.1% |
| 3Y | +97.7% | +77.8% | +20.0% | +98.2% |
| 5Y | +105.3% | +37.1% | +68.2% | +104.7% |
| All | +210.7% | +318.1% | -107.4% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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