+153.1%
EXPE vs IAU
+216.4%
-63.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.7% | -6.2% | -7.8% |
| 7D | -9.8% | +0.7% | -10.5% | -9.8% |
| 30D | -11.5% | +0.3% | -11.8% | -11.5% |
| 3M | +21.7% | +0.7% | +21.0% | +21.6% |
| 6M | +10.4% | -15.5% | +25.9% | +11.0% |
| YTD | -2.5% | +1.0% | -3.5% | -3.3% |
| 1Y | +27.3% | +19.6% | +7.8% | +23.8% |
| 3Y | +153.5% | +125.4% | +28.1% | +128.0% |
| 5Y | +91.1% | +140.7% | -49.7% | +67.8% |
| 10Y | +153.1% | +218.1% | -65.0% | +108.8% |
| All | +153.1% | +216.4% | -63.3% | +108.8% |
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