+127.1%
IAU vs XPO
+153.8%
-26.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | +0.2% | -8.1% | +8.3% | +0.4% |
| 3M | +3.3% | -19.0% | +22.3% | +3.7% |
| 6M | -14.6% | -5.2% | -9.4% | -14.4% |
| YTD | +1.9% | +35.6% | -33.7% | +2.1% |
| 1Y | +20.9% | +41.1% | -20.2% | +21.2% |
| All | +127.1% | +153.8% | -26.7% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling