+127.1%
IAU vs EXE
+17.8%
+109.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +0.2% | -2.7% | +2.9% | +0.4% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +3.3% | +9.5% | -6.2% | +2.5% |
| 6M | -14.6% | -9.3% | -5.2% | -14.0% |
| YTD | +1.9% | -10.9% | +12.8% | +2.5% |
| 1Y | +20.9% | +4.3% | +16.6% | +19.8% |
| All | +127.1% | +17.8% | +109.3% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling