+753.6%
IAU vs EXEL
+757.1%
-3.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | -5.4% | +13.1% | -18.6% | -5.4% |
| 3M | -10.9% | +36.3% | -47.2% | -10.8% |
| 6M | -17.4% | +34.5% | -51.9% | -17.3% |
| YTD | -10.2% | +57.4% | -67.6% | -10.1% |
| 1Y | -7.1% | +62.9% | -70.0% | -6.9% |
| 3Y | +97.7% | +229.5% | -131.8% | +98.3% |
| 5Y | +105.3% | +281.2% | -175.9% | +106.0% |
| 10Y | +208.0% | +320.7% | -112.7% | +210.0% |
| All | +753.6% | +757.1% | -3.5% | +790.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling