+138.7%
IAU vs XYL
-15.8%
+154.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -3.4% | -1.2% | -2.1% | -3.3% |
| 30D | -1.1% | -13.2% | +12.1% | -0.3% |
| 3M | +5.8% | -0.2% | +6.0% | +5.7% |
| 6M | -16.9% | -12.5% | -4.4% | -16.5% |
| YTD | +0.1% | -20.9% | +21.0% | +0.9% |
| 1Y | +18.4% | -21.6% | +40.0% | +19.4% |
| 3Y | +123.6% | +16.1% | +107.4% | +120.8% |
| 5Y | +138.7% | -15.6% | +154.4% | +139.2% |
| All | +138.7% | -15.8% | +154.6% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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