+876.7%
IAU vs EXPD
+754.5%
+122.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +4.4% | +4.1% | +0.4% | +4.4% |
| 3M | -1.1% | +17.9% | -19.0% | -1.3% |
| 6M | -13.7% | +29.2% | -42.9% | -14.0% |
| YTD | +2.7% | +27.4% | -24.6% | +2.4% |
| 1Y | +24.6% | +56.8% | -32.2% | +23.9% |
| 3Y | +126.8% | +68.0% | +58.8% | +125.3% |
| 5Y | +139.5% | +61.9% | +77.6% | +137.6% |
| 10Y | +226.3% | +316.0% | -89.8% | +222.4% |
| All | +876.7% | +754.5% | +122.2% | +863.0% |
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