+223.5%
IAU vs ESI
+330.1%
-106.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +0.2% | +3.9% | -3.8% | +0.1% |
| 30D | +0.2% | -3.8% | +4.0% | +0.3% |
| 3M | +3.3% | -13.1% | +16.4% | +3.5% |
| 6M | -14.6% | +11.3% | -25.9% | -14.7% |
| YTD | +1.9% | +44.1% | -42.2% | +1.6% |
| 1Y | +20.9% | +40.3% | -19.5% | +20.6% |
| 3Y | +127.5% | +84.1% | +43.4% | +127.1% |
| 5Y | +141.9% | +75.8% | +66.1% | +141.0% |
| All | +223.5% | +330.1% | -106.6% | +224.0% |
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