+495.4%
XLB vs IAU
+786.3%
-290.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.5% |
| 7D | +0.5% | +2.8% | -2.3% | -0.2% |
| 30D | +6.9% | -4.0% | +10.9% | +8.0% |
| 3M | -0.2% | -8.2% | +8.0% | +1.9% |
| 6M | +3.3% | -14.8% | +18.1% | +7.3% |
| YTD | +18.0% | -6.7% | +24.7% | +19.4% |
| 1Y | +24.2% | -2.2% | +26.5% | +24.1% |
| 3Y | +44.7% | +106.7% | -62.0% | +19.2% |
| 5Y | +31.6% | +114.8% | -83.2% | +6.8% |
| 10Y | +164.2% | +213.0% | -48.8% | +94.0% |
| All | +495.4% | +786.3% | -290.8% | +199.7% |
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