+633.4%
IAU vs XHB
+173.9%
+459.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +4.4% | -6.9% | +11.3% | +4.6% |
| 3M | -1.1% | -1.3% | +0.2% | -1.0% |
| 6M | -13.7% | -6.8% | -6.9% | -13.6% |
| YTD | +2.7% | +0.7% | +2.0% | +2.7% |
| 1Y | +24.6% | -11.2% | +35.9% | +24.8% |
| 3Y | +126.8% | +25.3% | +101.5% | +126.0% |
| 5Y | +139.5% | +37.3% | +102.2% | +137.9% |
| 10Y | +226.3% | +211.5% | +14.7% | +223.2% |
| All | +633.4% | +173.9% | +459.5% | +670.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling