+139.9%
XLC vs IAU
+238.1%
-98.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -0.9% | +0.2% | -1.1% | -1.0% |
| 3M | -0.3% | +3.3% | -3.6% | -0.8% |
| 6M | -5.2% | -14.6% | +9.4% | -3.5% |
| YTD | -5.3% | +1.9% | -7.2% | -6.1% |
| 1Y | -2.8% | +20.9% | -23.7% | -6.1% |
| 3Y | +71.2% | +127.5% | -56.3% | +48.1% |
| 5Y | +37.6% | +141.9% | -104.3% | +16.2% |
| All | +139.9% | +238.1% | -98.2% | +110.9% |
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