+811.0%
IAU vs EXR
+2,892.8%
-2,081.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +4.9% | +2.7% | +2.2% | +4.8% |
| 30D | -1.4% | +18.9% | -20.3% | -1.9% |
| 3M | -4.8% | +8.4% | -13.1% | -5.0% |
| 6M | -12.5% | +14.3% | -26.8% | -12.9% |
| YTD | -4.2% | +27.2% | -31.4% | -4.9% |
| 1Y | +3.1% | +25.9% | -22.8% | +2.3% |
| 3Y | +110.0% | +54.6% | +55.4% | +107.2% |
| 5Y | +123.1% | -0.6% | +123.7% | +121.8% |
| 10Y | +216.7% | +208.5% | +8.2% | +209.2% |
| All | +811.0% | +2,892.8% | -2,081.8% | +757.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling