+213.0%
IAU vs EXR
+205.9%
+7.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.6% |
| 7D | +2.8% | +1.7% | +1.1% | +2.7% |
| 30D | -4.0% | +18.0% | -22.0% | -5.2% |
| 3M | -8.2% | +9.7% | -17.9% | -8.9% |
| 6M | -14.8% | +13.4% | -28.2% | -15.7% |
| YTD | -6.7% | +26.3% | -33.0% | -8.5% |
| 1Y | -2.2% | +27.6% | -29.8% | -4.2% |
| 3Y | +106.7% | +52.2% | +54.5% | +99.7% |
| 5Y | +114.8% | -1.1% | +115.9% | +112.1% |
| 10Y | +213.0% | +216.8% | -3.8% | +185.1% |
| All | +213.0% | +205.9% | +7.1% | +185.1% |
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