+30.8%
XLV vs IAU
+123.7%
-92.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -2.0% | -1.5% | -3.4% |
| 30D | -1.8% | -1.5% | -0.3% | -1.7% |
| 3M | +7.8% | +3.3% | +4.5% | +7.5% |
| 6M | +9.1% | -16.2% | +25.3% | +10.4% |
| YTD | +7.7% | +0.7% | +7.1% | +7.4% |
| 1Y | +20.4% | +19.2% | +1.2% | +18.4% |
| 3Y | +30.8% | +124.4% | -93.6% | +19.0% |
| All | +30.8% | +123.7% | -92.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling