+19.2%
IAU vs XHB
-14.9%
+34.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -2.0% | -4.6% | +2.6% | -0.9% |
| 30D | -1.5% | -9.1% | +7.6% | +0.6% |
| 3M | +3.3% | -8.6% | +11.8% | +5.0% |
| 6M | -16.2% | -4.0% | -12.2% | -15.9% |
| YTD | +0.7% | -3.9% | +4.6% | +1.7% |
| 1Y | +19.2% | -16.5% | +35.7% | +21.1% |
| All | +19.2% | -14.9% | +34.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling