+138.7%
IAU vs XME
+167.8%
-29.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.8% |
| 7D | -3.4% | -3.0% | -0.3% | -2.6% |
| 30D | -1.1% | -2.6% | +1.5% | -0.5% |
| 3M | +5.8% | +2.2% | +3.7% | +5.1% |
| 6M | -16.9% | +0.7% | -17.6% | -17.4% |
| YTD | +0.1% | +10.9% | -10.8% | -1.9% |
| 1Y | +18.4% | +35.7% | -17.3% | +12.0% |
| 3Y | +123.6% | +127.1% | -3.5% | +92.9% |
| 5Y | +138.7% | +168.5% | -29.7% | +101.1% |
| All | +138.7% | +167.8% | -29.1% | +101.1% |
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