+34.5%
QXO vs IAU
+220.2%
-185.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -7.8% | -2.0% | -5.8% | -7.1% |
| 30D | -18.1% | -1.5% | -16.6% | -17.6% |
| 3M | -25.8% | +3.3% | -29.0% | -26.6% |
| 6M | -41.7% | -16.2% | -25.5% | -38.1% |
| YTD | -36.2% | +0.7% | -36.8% | -35.7% |
| 1Y | -42.1% | +19.2% | -61.3% | -44.5% |
| 3Y | -46.2% | +124.4% | -170.6% | -59.7% |
| 5Y | -70.7% | +140.0% | -210.8% | -79.0% |
| All | +34.5% | +220.2% | -185.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling