+138.7%
IAU vs ESI
+66.0%
+72.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.4% |
| 7D | -3.4% | -2.3% | -1.0% | -3.2% |
| 30D | -1.1% | -9.0% | +7.9% | -0.6% |
| 3M | +5.8% | -13.3% | +19.1% | +6.5% |
| 6M | -16.9% | +5.3% | -22.2% | -17.1% |
| YTD | +0.1% | +37.6% | -37.5% | -0.9% |
| 1Y | +18.4% | +33.6% | -15.2% | +17.2% |
| 3Y | +123.6% | +75.8% | +47.8% | +120.1% |
| 5Y | +138.7% | +68.6% | +70.2% | +132.6% |
| All | +138.7% | +66.0% | +72.8% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling