+118.5%
EXPE vs IAU
+209.6%
-91.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.2% |
| 7D | -13.3% | +4.9% | -18.2% | -13.6% |
| 30D | -5.5% | -1.4% | -4.1% | -5.5% |
| 3M | -16.5% | -4.8% | -11.7% | -16.3% |
| 6M | +13.1% | -12.5% | +25.6% | +13.6% |
| YTD | -8.0% | -4.2% | -3.8% | -8.6% |
| 1Y | +1.1% | +3.1% | -2.0% | -0.3% |
| 3Y | +131.2% | +110.0% | +21.2% | +107.9% |
| 5Y | +39.8% | +123.1% | -83.3% | +22.5% |
| 10Y | +118.5% | +216.7% | -98.2% | +88.5% |
| All | +118.5% | +209.6% | -91.2% | +88.5% |
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