+248.8%
XLF vs IAU
+220.2%
+28.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.7% |
| 7D | -1.5% | -2.0% | +0.6% | -1.5% |
| 30D | -1.2% | -1.5% | +0.4% | -1.2% |
| 3M | +9.2% | +3.3% | +5.9% | +9.3% |
| 6M | +16.3% | -16.2% | +32.6% | +15.6% |
| YTD | +5.4% | +0.7% | +4.8% | +5.7% |
| 1Y | +7.6% | +19.2% | -11.6% | +8.9% |
| 3Y | +74.2% | +124.4% | -50.2% | +82.9% |
| 5Y | +66.1% | +140.0% | -73.9% | +74.4% |
| All | +248.8% | +220.2% | +28.7% | +314.9% |
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