+58.8%
XOM vs IAU
+126.4%
-67.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | +3.4% | +0.2% | +3.2% | +3.4% |
| 3M | +11.0% | +3.3% | +7.7% | +10.8% |
| 6M | +10.6% | -14.6% | +25.2% | +13.0% |
| YTD | +39.2% | +1.9% | +37.3% | +37.9% |
| 1Y | +52.7% | +20.9% | +31.9% | +46.7% |
| All | +58.8% | +126.4% | -67.6% | +21.8% |
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