+103.1%
IAU vs ESI
+84.3%
+18.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.5% |
| 7D | -2.0% | +1.8% | -3.8% | -2.2% |
| 30D | -4.4% | -6.6% | +2.2% | -3.9% |
| 3M | -8.9% | -9.4% | +0.5% | -8.2% |
| 6M | -15.9% | -24.1% | +8.2% | -14.4% |
| YTD | -7.8% | +37.1% | -44.9% | -9.6% |
| 1Y | -3.8% | +24.5% | -28.3% | -5.4% |
| All | +103.1% | +84.3% | +18.8% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling