+145.6%
IEMG vs IAU
+146.2%
-0.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | +4.6% | +0.3% | +4.3% | +4.5% |
| 3M | +5.5% | +0.7% | +4.8% | +5.2% |
| 6M | +19.7% | -15.5% | +35.2% | +24.2% |
| YTD | +25.5% | +1.0% | +24.6% | +25.1% |
| 1Y | +35.5% | +19.6% | +16.0% | +30.1% |
| 3Y | +88.0% | +125.4% | -37.5% | +57.8% |
| 5Y | +50.6% | +140.7% | -90.2% | +24.4% |
| 10Y | +138.4% | +218.1% | -79.8% | +89.8% |
| All | +145.6% | +146.2% | -0.7% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling