+97.7%
IAU vs XME
+93.2%
+4.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -5.4% | -6.1% | +0.7% | -3.4% |
| 3M | -10.9% | -18.6% | +7.7% | -4.4% |
| 6M | -17.4% | -23.9% | +6.5% | -9.7% |
| YTD | -10.2% | -9.3% | -0.9% | -6.3% |
| 1Y | -7.1% | +1.8% | -8.8% | -5.8% |
| 3Y | +97.7% | +93.0% | +4.7% | +71.7% |
| All | +97.7% | +93.2% | +4.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling