+609.5%
IAU vs XME
+246.2%
+363.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +0.7% | +3.6% | -2.9% | +0.2% |
| 30D | +0.3% | +3.6% | -3.3% | -0.2% |
| 3M | +0.7% | +1.2% | -0.5% | +0.4% |
| 6M | -15.5% | +9.0% | -24.5% | -16.7% |
| YTD | +1.0% | +15.9% | -15.0% | -1.3% |
| 1Y | +19.6% | +43.2% | -23.6% | +13.4% |
| 3Y | +125.4% | +137.4% | -11.9% | +97.6% |
| 5Y | +140.7% | +185.0% | -44.3% | +102.9% |
| 10Y | +218.1% | +409.5% | -191.3% | +138.4% |
| All | +609.5% | +246.2% | +363.4% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling