+217.7%
XLF vs IAU
+210.9%
+6.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | -4.6% | +7.2% | +2.6% |
| 30D | +7.6% | -5.4% | +13.1% | +7.6% |
| 3M | +1.1% | -10.9% | +12.0% | +0.9% |
| 6M | +15.9% | -17.4% | +33.3% | +15.5% |
| YTD | +8.4% | -10.2% | +18.7% | +8.5% |
| 1Y | +12.5% | -7.1% | +19.6% | +12.8% |
| 3Y | +81.6% | +97.7% | -16.2% | +88.9% |
| 5Y | +59.3% | +105.3% | -46.0% | +64.6% |
| All | +217.7% | +210.9% | +6.8% | +281.5% |
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