+138.7%
IAU vs IEF
-9.3%
+148.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | -3.4% | -1.2% | -2.2% | -2.5% |
| 30D | -1.1% | -1.5% | +0.4% | 0.0% |
| 3M | +5.8% | -1.7% | +7.5% | +7.2% |
| 6M | -16.9% | -3.5% | -13.4% | -14.7% |
| YTD | +0.1% | -2.6% | +2.8% | +2.2% |
| 1Y | +18.4% | -2.4% | +20.8% | +20.6% |
| 3Y | +123.6% | +8.9% | +114.7% | +110.8% |
| 5Y | +138.7% | -9.2% | +148.0% | +159.1% |
| All | +138.7% | -9.3% | +148.1% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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