+272.2%
XLF vs IAU
+875.8%
-603.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.8% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +0.2% | +4.4% | -4.3% | +0.4% |
| 3M | +11.7% | -1.1% | +12.8% | +11.7% |
| 6M | +13.8% | -13.7% | +27.5% | +12.8% |
| YTD | +7.0% | +2.7% | +4.3% | +7.4% |
| 1Y | +9.1% | +24.6% | -15.5% | +11.1% |
| 3Y | +75.6% | +126.8% | -51.2% | +86.5% |
| 5Y | +66.4% | +139.5% | -73.1% | +77.4% |
| 10Y | +250.3% | +226.3% | +24.0% | +286.0% |
| All | +272.2% | +875.8% | -603.6% | +309.8% |
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