+2,381.8%
XLK vs IAU
+867.6%
+1,514.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | +0.8% | +0.2% | +0.6% | +0.8% |
| 3M | +4.1% | +3.3% | +0.8% | +3.8% |
| 6M | +34.8% | -14.6% | +49.3% | +35.9% |
| YTD | +30.8% | +1.9% | +28.9% | +30.7% |
| 1Y | +42.4% | +20.9% | +21.5% | +41.0% |
| 3Y | +121.8% | +127.5% | -5.7% | +113.1% |
| 5Y | +146.6% | +141.9% | +4.7% | +135.9% |
| 10Y | +804.3% | +222.8% | +581.5% | +765.2% |
| All | +2,381.8% | +867.6% | +1,514.2% | +2,207.1% |
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