-8.6%
QXO vs IAU
+152.4%
-161.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.4% |
| 7D | -8.7% | -3.4% | -5.3% | -7.1% |
| 30D | -21.0% | -1.1% | -19.9% | -20.5% |
| 3M | -18.4% | +5.8% | -24.2% | -20.6% |
| 6M | -43.0% | -16.9% | -26.1% | -37.7% |
| YTD | -36.3% | +0.1% | -36.4% | -36.2% |
| 1Y | -42.8% | +18.4% | -61.2% | -47.3% |
| 3Y | -45.8% | +123.6% | -169.3% | -65.8% |
| 5Y | -70.8% | +138.7% | -209.5% | -82.5% |
| 10Y | +36.3% | +217.2% | -180.9% | -32.0% |
| All | -8.6% | +152.4% | -161.0% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling