+147.8%
XEL vs IAU
+220.2%
-72.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -2.0% | +1.7% | +0.1% |
| 30D | -3.9% | -1.5% | -2.4% | -3.7% |
| 3M | -2.8% | +3.3% | -6.1% | -3.6% |
| 6M | -5.4% | -16.2% | +10.8% | -2.0% |
| YTD | +3.8% | +0.7% | +3.1% | +2.5% |
| 1Y | +6.8% | +19.2% | -12.4% | +1.0% |
| 3Y | +45.6% | +124.4% | -78.8% | +14.9% |
| 5Y | +30.7% | +140.0% | -109.3% | +0.5% |
| All | +147.8% | +220.2% | -72.4% | +82.3% |
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