+630.7%
IAU vs ET
+1,447.8%
-817.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.2% | +0.6% | -0.5% | +0.2% |
| 30D | +0.2% | +5.3% | -5.1% | +0.1% |
| 3M | +3.3% | +15.6% | -12.4% | +3.1% |
| 6M | -14.6% | +20.6% | -35.2% | -14.8% |
| YTD | +1.9% | +38.5% | -36.7% | +1.4% |
| 1Y | +20.9% | +35.7% | -14.8% | +20.3% |
| 3Y | +127.5% | +98.4% | +29.1% | +125.3% |
| 5Y | +141.9% | +245.3% | -103.4% | +138.0% |
| 10Y | +222.8% | +173.7% | +49.0% | +217.6% |
| All | +630.7% | +1,447.8% | -817.1% | +503.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 all: compounded portfolio wealth divided by compounded ET 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…
all analysis · Full analysis span regression · 6 months rolling