+173.9%
XLE vs IAU
+209.9%
-36.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | -0.2% | -2.0% | +1.7% | -0.1% |
| 30D | -4.0% | -4.4% | +0.4% | -3.6% |
| 3M | +4.6% | -8.9% | +13.5% | +5.5% |
| 6M | +12.3% | -15.9% | +28.2% | +14.4% |
| YTD | +44.5% | -7.8% | +52.3% | +44.3% |
| 1Y | +42.4% | -3.8% | +46.2% | +41.2% |
| 3Y | +67.0% | +104.3% | -37.3% | +43.9% |
| 5Y | +161.9% | +111.2% | +50.7% | +122.7% |
| 10Y | +173.9% | +216.4% | -42.6% | +131.8% |
| All | +173.9% | +209.9% | -36.0% | +131.8% |
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