-7.2%
IAU vs ESI
+22.6%
-29.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -2.5% |
| 7D | -5.5% | +8.3% | -13.8% | -6.6% |
| 30D | -7.0% | -10.4% | +3.5% | -5.5% |
| 3M | -12.3% | -13.2% | +0.9% | -10.7% |
| 6M | -17.9% | -23.9% | +5.9% | -15.4% |
| YTD | -10.3% | +34.2% | -44.5% | -15.6% |
| All | -7.2% | +22.6% | -29.8% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling