+142.9%
IAU vs ETR
+126.1%
+16.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +0.2% | +2.0% | -1.8% | 0.0% |
| 3M | +3.3% | -1.7% | +5.0% | +3.4% |
| 6M | -14.6% | +3.6% | -18.1% | -15.1% |
| YTD | +1.9% | +18.0% | -16.2% | -0.3% |
| 1Y | +20.9% | +26.2% | -5.4% | +17.4% |
| 3Y | +127.5% | +148.0% | -20.5% | +102.5% |
| All | +142.9% | +126.1% | +16.9% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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