+30.5%
XEL vs IAU
+138.0%
-107.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -1.2% | -3.4% | +2.1% | -0.7% |
| 30D | -2.9% | -1.1% | -1.8% | -2.8% |
| 3M | -2.7% | +5.8% | -8.6% | -3.8% |
| 6M | -6.5% | -16.9% | +10.4% | -3.4% |
| YTD | +3.6% | +0.1% | +3.5% | +2.6% |
| 1Y | +7.5% | +18.4% | -10.9% | +2.2% |
| 3Y | +46.3% | +123.6% | -77.2% | +14.6% |
| 5Y | +30.5% | +138.7% | -108.2% | -3.0% |
| All | +30.5% | +138.0% | -107.4% | -3.0% |
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