+170.7%
XLE vs IAU
+216.4%
-45.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +12.6% | +0.3% | +12.3% | +12.5% |
| 3M | +11.8% | +0.7% | +11.1% | +11.6% |
| 6M | +16.1% | -15.5% | +31.6% | +18.7% |
| YTD | +46.9% | +1.0% | +45.9% | +45.4% |
| 1Y | +53.3% | +19.6% | +33.7% | +47.2% |
| 3Y | +54.9% | +125.4% | -70.5% | +31.9% |
| 5Y | +225.7% | +140.7% | +85.0% | +173.8% |
| 10Y | +170.7% | +218.1% | -47.5% | +132.5% |
| All | +170.7% | +216.4% | -45.7% | +132.5% |
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