+127.7%
EXPE vs IAU
+210.9%
-83.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | -4.6% | +4.1% | -0.2% |
| 30D | -6.1% | -5.4% | -0.7% | -5.8% |
| 3M | -21.3% | -10.9% | -10.4% | -20.8% |
| 6M | +19.0% | -17.4% | +36.4% | +20.0% |
| YTD | -8.4% | -10.2% | +1.8% | -8.6% |
| 1Y | -2.8% | -7.1% | +4.3% | -3.3% |
| 3Y | +120.8% | +97.7% | +23.0% | +100.1% |
| 5Y | +46.2% | +105.3% | -59.1% | +29.4% |
| All | +127.7% | +210.9% | -83.3% | +91.4% |
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