+164.2%
XLB vs IAU
+210.9%
-46.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | -4.6% | +5.1% | +1.7% |
| 30D | +5.2% | -5.4% | +10.6% | +6.5% |
| 3M | +0.3% | -10.9% | +11.2% | +3.0% |
| 6M | +1.2% | -17.4% | +18.5% | +5.7% |
| YTD | +16.6% | -10.2% | +26.9% | +19.1% |
| 1Y | +21.4% | -7.1% | +28.5% | +23.1% |
| 3Y | +43.2% | +97.7% | -54.5% | +21.2% |
| 5Y | +28.0% | +105.3% | -77.3% | +6.0% |
| All | +164.2% | +210.9% | -46.8% | +117.5% |
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