+191.6%
XOM vs IAU
+218.5%
-26.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +1.9% | -3.4% | +5.2% | +2.1% |
| 30D | +4.1% | -1.1% | +5.2% | +4.1% |
| 3M | +10.4% | +5.8% | +4.6% | +9.7% |
| 6M | +13.0% | -16.9% | +30.0% | +15.3% |
| YTD | +40.1% | +0.1% | +39.9% | +39.3% |
| 1Y | +51.1% | +18.4% | +32.7% | +47.1% |
| 3Y | +57.7% | +123.6% | -65.9% | +40.8% |
| 5Y | +264.7% | +138.7% | +126.0% | +223.9% |
| All | +191.6% | +218.5% | -26.9% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling