+105.6%
IAU vs EXE
+76.7%
+28.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -4.6% | +5.3% | -9.9% | -4.9% |
| 30D | -5.4% | -2.2% | -3.2% | -5.3% |
| 3M | -10.9% | -5.9% | -5.0% | -10.6% |
| 6M | -17.4% | -5.7% | -11.6% | -17.2% |
| YTD | -10.2% | -17.8% | +7.6% | -9.2% |
| 1Y | -7.1% | -23.1% | +16.1% | -5.6% |
| 3Y | +97.7% | +21.2% | +76.5% | +93.1% |
| All | +105.6% | +76.7% | +28.9% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling