+97.5%
IAU vs EXEL
+234.5%
-137.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +1.6% | -7.1% | -5.5% |
| 30D | -7.0% | +17.4% | -24.3% | -7.0% |
| 3M | -12.3% | +38.6% | -50.9% | -12.3% |
| 6M | -17.9% | +41.2% | -59.2% | -17.9% |
| YTD | -10.3% | +59.3% | -69.7% | -10.2% |
| 1Y | -7.9% | +60.2% | -68.1% | -7.7% |
| All | +97.5% | +234.5% | -137.0% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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