+776.9%
IAU vs EXR
+2,875.0%
-2,098.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | -1.1% | -0.8% | -1.9% |
| 30D | -4.4% | +18.8% | -23.2% | -4.9% |
| 3M | -8.9% | +9.9% | -18.8% | -9.2% |
| 6M | -15.9% | +12.6% | -28.6% | -16.3% |
| YTD | -7.8% | +26.5% | -34.3% | -8.4% |
| 1Y | -3.8% | +24.5% | -28.3% | -4.4% |
| 3Y | +104.3% | +52.4% | +51.9% | +101.7% |
| 5Y | +111.2% | -1.5% | +112.7% | +110.1% |
| 10Y | +216.4% | +216.0% | +0.5% | +208.9% |
| All | +776.9% | +2,875.0% | -2,098.1% | +725.4% |
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