+115.9%
EXPE vs IAU
+208.6%
-92.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.9% |
| 7D | -11.2% | +2.8% | -14.0% | -11.4% |
| 30D | -7.5% | -4.0% | -3.5% | -7.3% |
| 3M | -19.1% | -8.2% | -10.9% | -18.7% |
| 6M | +10.7% | -14.8% | +25.5% | +11.5% |
| YTD | -9.9% | -6.7% | -3.2% | -10.3% |
| 1Y | -4.6% | -2.2% | -2.4% | -5.5% |
| 3Y | +116.8% | +106.7% | +10.1% | +95.3% |
| 5Y | +38.6% | +114.8% | -76.2% | +21.9% |
| 10Y | +115.9% | +213.0% | -97.1% | +84.4% |
| All | +115.9% | +208.6% | -92.8% | +84.4% |
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