+140.7%
IAU vs EXR
-10.8%
+151.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +0.3% | -6.9% | +7.3% | +1.0% |
| 3M | +0.7% | -3.0% | +3.7% | +0.9% |
| 6M | -15.5% | -2.9% | -12.6% | -15.4% |
| YTD | +1.0% | +9.3% | -8.3% | +0.1% |
| 1Y | +19.6% | -0.9% | +20.5% | +19.4% |
| 3Y | +125.4% | +24.7% | +100.7% | +121.0% |
| 5Y | +140.7% | -11.7% | +152.4% | +138.1% |
| All | +140.7% | -10.8% | +151.6% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling