+120.1%
IAU vs EXPD
+55.6%
+64.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +4.7% | -7.2% | +11.9% | +5.0% |
| 30D | -0.9% | -3.3% | +2.4% | -0.8% |
| 3M | -4.4% | +3.4% | -7.8% | -4.6% |
| 6M | -13.5% | +22.7% | -36.2% | -14.4% |
| YTD | -5.9% | +24.5% | -30.4% | -7.0% |
| 1Y | +1.9% | +38.6% | -36.8% | +0.4% |
| 3Y | +104.1% | +71.5% | +32.6% | +99.1% |
| All | +120.1% | +55.6% | +64.5% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling