+216.7%
IAU vs EXPD
+334.2%
-117.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.8% |
| 7D | +4.9% | -5.5% | +10.4% | +5.1% |
| 30D | -1.4% | -1.9% | +0.5% | -1.4% |
| 3M | -4.8% | +6.1% | -10.9% | -5.0% |
| 6M | -12.5% | +21.6% | -34.1% | -13.1% |
| YTD | -4.2% | +27.9% | -32.1% | -5.0% |
| 1Y | +3.1% | +39.4% | -36.3% | +2.0% |
| 3Y | +110.0% | +72.7% | +37.3% | +106.5% |
| 5Y | +123.1% | +60.3% | +62.7% | +118.9% |
| 10Y | +216.7% | +332.6% | -115.9% | +228.9% |
| All | +216.7% | +334.2% | -117.5% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling