+222.8%
IAU vs EXR
+144.7%
+78.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +0.2% | -3.1% | +3.2% | +0.4% |
| 30D | +0.2% | -7.5% | +7.7% | +0.8% |
| 3M | +3.3% | -7.5% | +10.8% | +3.8% |
| 6M | -14.6% | -5.2% | -9.4% | -14.3% |
| YTD | +1.9% | +6.5% | -4.6% | +1.3% |
| 1Y | +20.9% | -2.0% | +22.9% | +20.9% |
| 3Y | +127.5% | +21.5% | +105.9% | +123.5% |
| 5Y | +141.9% | -11.5% | +153.4% | +141.3% |
| 10Y | +222.8% | +148.0% | +74.8% | +203.1% |
| All | +222.8% | +144.7% | +78.0% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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