+18.4%
IAU vs EXE
+5.1%
+13.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -3.4% | -2.2% | -1.2% | -3.3% |
| 30D | -1.1% | -0.8% | -0.3% | -1.1% |
| 3M | +5.8% | +10.0% | -4.2% | +5.3% |
| 6M | -16.9% | -6.3% | -10.6% | -16.6% |
| YTD | +0.1% | -10.7% | +10.8% | +0.3% |
| 1Y | +18.4% | +2.7% | +15.7% | +20.9% |
| All | +18.4% | +5.1% | +13.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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