+855.0%
EXPE vs IAU
+881.5%
-26.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.7% |
| 7D | -9.5% | -0.5% | -9.0% | -9.5% |
| 30D | -6.6% | +4.4% | -11.1% | -6.7% |
| 3M | +31.4% | -1.1% | +32.4% | +31.3% |
| 6M | +35.2% | -13.7% | +48.9% | +35.3% |
| YTD | +5.8% | +2.7% | +3.1% | +5.6% |
| 1Y | +38.7% | +24.6% | +14.0% | +37.7% |
| 3Y | +175.8% | +126.8% | +48.9% | +170.2% |
| 5Y | +111.8% | +139.5% | -27.6% | +106.7% |
| 10Y | +179.7% | +226.3% | -46.5% | +172.2% |
| All | +855.0% | +881.5% | -26.5% | +934.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling