+538.5%
XLU vs IAU
+867.6%
-329.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -0.4% | +0.2% | -0.7% | -0.5% |
| 3M | -1.7% | +3.3% | -5.0% | -2.2% |
| 6M | -7.1% | -14.6% | +7.4% | -5.5% |
| YTD | +1.9% | +1.9% | +0.1% | +1.2% |
| 1Y | +6.1% | +20.9% | -14.8% | +3.0% |
| 3Y | +48.8% | +127.5% | -78.7% | +33.2% |
| 5Y | +43.8% | +141.9% | -98.1% | +27.6% |
| 10Y | +143.2% | +222.8% | -79.6% | +110.0% |
| All | +538.5% | +867.6% | -329.1% | +390.2% |
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