-70.8%
QXO vs IAU
+139.7%
-210.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -7.8% | -2.0% | -5.8% | -7.4% |
| 30D | -18.1% | -1.5% | -16.6% | -17.8% |
| 3M | -25.8% | +3.3% | -29.0% | -26.1% |
| 6M | -41.7% | -16.2% | -25.5% | -41.2% |
| YTD | -36.2% | +0.7% | -36.8% | -34.3% |
| 1Y | -42.1% | +19.2% | -61.3% | -38.2% |
| 3Y | -46.2% | +124.4% | -170.6% | -32.1% |
| All | -70.8% | +139.7% | -210.5% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling