+514.7%
XLE vs IAU
+793.8%
-279.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -12.0% | +4.7% | -16.7% | -13.0% |
| 30D | -2.7% | -0.9% | -1.9% | -2.7% |
| 3M | +6.6% | -4.4% | +10.9% | +7.4% |
| 6M | +9.5% | -13.5% | +23.0% | +12.8% |
| YTD | +40.6% | -5.9% | +46.5% | +40.4% |
| 1Y | +43.6% | +1.9% | +41.7% | +40.3% |
| 3Y | +58.1% | +104.1% | -46.0% | +26.2% |
| 5Y | +152.2% | +121.0% | +31.2% | +96.3% |
| 10Y | +172.9% | +204.1% | -31.1% | +90.7% |
| All | +514.7% | +793.8% | -279.0% | +139.2% |
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