+197.7%
EXC vs IAU
+208.6%
-11.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.4% |
| 30D | +9.0% | -4.0% | +13.0% | +9.7% |
| 3M | +3.3% | -8.2% | +11.5% | +4.6% |
| 6M | +5.7% | -14.8% | +20.4% | +8.4% |
| YTD | +7.3% | -6.7% | +14.0% | +6.7% |
| 1Y | +2.9% | -2.2% | +5.2% | +1.1% |
| 3Y | +29.3% | +106.7% | -77.4% | +1.8% |
| 5Y | +40.1% | +114.8% | -74.8% | +8.2% |
| 10Y | +197.7% | +213.0% | -15.3% | +122.2% |
| All | +197.7% | +208.6% | -11.0% | +122.2% |
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