+218.0%
XLE vs IAU
+141.6%
+76.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +11.8% | +4.4% | +7.3% | +11.0% |
| 3M | +9.8% | -1.1% | +10.9% | +10.0% |
| 6M | +15.6% | -13.7% | +29.3% | +19.0% |
| YTD | +45.3% | +2.7% | +42.5% | +42.1% |
| 1Y | +48.3% | +24.6% | +23.7% | +36.8% |
| 3Y | +55.4% | +126.8% | -71.4% | +12.4% |
| All | +218.0% | +141.6% | +76.4% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling