+20.9%
IAU vs ESTC
-6.1%
+26.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.9% |
| 7D | +0.2% | -3.3% | +3.5% | +0.1% |
| 30D | +0.2% | +13.4% | -13.2% | +0.6% |
| 3M | +3.3% | +41.3% | -38.1% | +3.8% |
| 6M | -14.6% | +62.6% | -77.2% | -13.5% |
| YTD | +1.9% | +14.8% | -12.9% | +3.3% |
| 1Y | +20.9% | -5.1% | +25.9% | +22.3% |
| All | +20.9% | -6.1% | +26.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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