+218.1%
IAU vs EXPD
+308.0%
-89.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +0.7% | -0.9% | +1.7% | +0.8% |
| 30D | +0.3% | +4.1% | -3.7% | +0.2% |
| 3M | +0.7% | +13.8% | -13.1% | +0.3% |
| 6M | -15.5% | +27.3% | -42.8% | -16.2% |
| YTD | +1.0% | +25.4% | -24.5% | +0.2% |
| 1Y | +19.6% | +54.4% | -34.8% | +18.2% |
| 3Y | +125.4% | +67.9% | +57.6% | +122.0% |
| 5Y | +140.7% | +59.2% | +81.6% | +136.5% |
| 10Y | +218.1% | +308.6% | -90.4% | +227.4% |
| All | +218.1% | +308.0% | -89.9% | +227.4% |
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