+541.7%
XLE vs IAU
+751.7%
-210.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.2% |
| 7D | +4.4% | -5.5% | +9.8% | +5.7% |
| 30D | -4.3% | -7.0% | +2.7% | -2.8% |
| 3M | +6.0% | -12.3% | +18.3% | +9.0% |
| 6M | +13.2% | -17.9% | +31.2% | +18.0% |
| YTD | +46.7% | -10.3% | +57.1% | +48.1% |
| 1Y | +46.6% | -7.9% | +54.5% | +46.9% |
| 3Y | +69.6% | +98.7% | -29.1% | +36.0% |
| 5Y | +166.5% | +105.0% | +61.5% | +111.2% |
| 10Y | +178.0% | +207.7% | -29.6% | +92.7% |
| All | +541.7% | +751.7% | -210.0% | +152.4% |
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