+139.3%
IAU vs XME
+162.6%
-23.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -2.0% | -4.2% | +2.2% | -1.0% |
| 30D | -1.5% | -2.7% | +1.2% | -0.9% |
| 3M | +3.3% | -3.9% | +7.2% | +4.1% |
| 6M | -16.2% | -1.0% | -15.3% | -16.3% |
| YTD | +0.7% | +9.8% | -9.1% | -1.1% |
| 1Y | +19.2% | +32.5% | -13.3% | +13.3% |
| 3Y | +124.4% | +124.3% | +0.1% | +94.2% |
| All | +139.3% | +162.6% | -23.2% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling