+80.4%
XLI vs IAU
+138.0%
-57.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -2.3% | -3.4% | +1.1% | -1.8% |
| 30D | -8.2% | -1.1% | -7.1% | -8.0% |
| 3M | +0.8% | +5.8% | -5.1% | -0.2% |
| 6M | +0.8% | -16.9% | +17.8% | +3.0% |
| YTD | +10.5% | +0.1% | +10.4% | +10.3% |
| 1Y | +14.1% | +18.4% | -4.3% | +11.5% |
| 3Y | +68.6% | +123.6% | -55.0% | +47.8% |
| 5Y | +80.4% | +138.7% | -58.4% | +50.4% |
| All | +80.4% | +138.0% | -57.6% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling