+144.6%
IEFA vs IAU
+220.2%
-75.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -2.0% | +0.5% | -1.1% |
| 30D | -1.5% | -1.5% | 0.0% | -1.2% |
| 3M | +3.4% | +3.3% | +0.2% | +2.4% |
| 6M | +9.5% | -16.2% | +25.7% | +14.0% |
| YTD | +13.0% | +0.7% | +12.4% | +12.1% |
| 1Y | +18.0% | +19.2% | -1.2% | +11.8% |
| 3Y | +65.4% | +124.4% | -59.1% | +32.8% |
| 5Y | +51.6% | +140.0% | -88.5% | +18.5% |
| All | +144.6% | +220.2% | -75.6% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling