+215.7%
IEFA vs IAU
+146.2%
+69.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +6.2% | +0.7% | +5.5% | +6.0% |
| 6M | +11.2% | -15.5% | +26.7% | +14.0% |
| YTD | +14.2% | +1.0% | +13.2% | +13.7% |
| 1Y | +20.0% | +19.6% | +0.5% | +16.4% |
| 3Y | +68.8% | +125.4% | -56.7% | +49.7% |
| 5Y | +52.7% | +140.7% | -88.1% | +33.8% |
| 10Y | +144.2% | +218.1% | -73.9% | +112.2% |
| All | +215.7% | +146.2% | +69.4% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IAU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling