+583.4%
XOM vs IAU
+752.8%
-169.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | -4.6% | +7.4% | +3.5% |
| 30D | -3.6% | -5.4% | +1.8% | -2.9% |
| 3M | +8.2% | -10.9% | +19.1% | +9.9% |
| 6M | +14.0% | -17.4% | +31.4% | +17.0% |
| YTD | +44.6% | -10.2% | +54.8% | +45.6% |
| 1Y | +47.8% | -7.1% | +54.8% | +47.8% |
| 3Y | +79.6% | +97.7% | -18.2% | +55.8% |
| 5Y | +214.3% | +105.3% | +109.0% | +170.4% |
| 10Y | +204.0% | +208.0% | -4.0% | +140.5% |
| All | +583.4% | +752.8% | -169.4% | +252.0% |
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 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