+794.6%
IAU vs EXPD
+735.6%
+59.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | +4.7% | -7.2% | +11.9% | +4.8% |
| 30D | -0.9% | -3.3% | +2.4% | -0.8% |
| 3M | -4.4% | +3.4% | -7.8% | -4.4% |
| 6M | -13.5% | +22.7% | -36.2% | -13.8% |
| YTD | -5.9% | +24.5% | -30.4% | -6.2% |
| 1Y | +1.9% | +38.6% | -36.8% | +1.4% |
| 3Y | +104.1% | +71.5% | +32.6% | +102.6% |
| 5Y | +121.0% | +56.2% | +64.8% | +119.3% |
| 10Y | +204.1% | +310.5% | -106.4% | +200.5% |
| All | +794.6% | +735.6% | +59.0% | +782.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling