+839.9%
XEL vs IAU
+858.9%
-19.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -1.5% | +0.3% | -1.9% | -1.6% |
| 3M | -0.2% | +0.7% | -0.9% | -0.4% |
| 6M | -5.4% | -15.5% | +10.1% | -3.8% |
| YTD | +5.6% | +1.0% | +4.7% | +5.2% |
| 1Y | +10.5% | +19.6% | -9.1% | +7.7% |
| 3Y | +49.2% | +125.4% | -76.3% | +35.0% |
| 5Y | +30.1% | +140.7% | -110.6% | +16.7% |
| 10Y | +146.7% | +218.1% | -71.4% | +116.1% |
| All | +839.9% | +858.9% | -19.0% | +667.6% |
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