+19.2%
IAU vs XPO
+39.1%
-19.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.0% | -5.7% | +3.6% | -1.3% |
| 30D | -1.5% | -12.8% | +11.3% | +0.1% |
| 3M | +3.3% | -20.0% | +23.2% | +6.0% |
| 6M | -16.2% | -6.0% | -10.2% | -15.9% |
| YTD | +0.7% | +34.0% | -33.4% | -2.4% |
| 1Y | +19.2% | +35.6% | -16.3% | +14.5% |
| All | +19.2% | +39.1% | -19.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling