+876.7%
IAU vs ETR
+620.2%
+256.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | +1.4% | -2.0% | -0.6% |
| 30D | +4.4% | +1.0% | +3.5% | +4.3% |
| 3M | -1.1% | -1.3% | +0.2% | -1.0% |
| 6M | -13.7% | +1.9% | -15.6% | -13.9% |
| YTD | +2.7% | +18.2% | -15.4% | +1.2% |
| 1Y | +24.6% | +24.7% | 0.0% | +22.2% |
| 3Y | +126.8% | +150.7% | -23.8% | +109.5% |
| 5Y | +139.5% | +127.0% | +12.5% | +122.3% |
| 10Y | +226.3% | +295.5% | -69.2% | +187.6% |
| All | +876.7% | +620.2% | +256.5% | +750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling