+27.3%
EXPE vs IAU
+20.0%
+7.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.7% | -6.2% | -8.0% |
| 7D | -9.8% | +0.7% | -10.5% | -9.7% |
| 30D | -11.5% | +0.3% | -11.8% | -11.4% |
| 3M | +21.7% | +0.7% | +21.0% | +21.7% |
| 6M | +10.4% | -15.5% | +25.9% | +6.8% |
| YTD | -2.5% | +1.0% | -3.5% | -2.1% |
| 1Y | +27.3% | +19.6% | +7.8% | +19.8% |
| All | +27.3% | +20.0% | +7.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling