+538.9%
XOM vs IAU
+875.8%
-336.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.6% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +5.9% | +4.4% | +1.4% | +5.1% |
| 3M | +5.6% | -1.1% | +6.6% | +5.6% |
| 6M | +7.9% | -13.7% | +21.6% | +10.1% |
| YTD | +35.2% | +2.7% | +32.4% | +33.6% |
| 1Y | +46.0% | +24.6% | +21.4% | +39.1% |
| 3Y | +55.0% | +126.8% | -71.8% | +31.9% |
| 5Y | +246.3% | +139.5% | +106.8% | +191.4% |
| 10Y | +181.0% | +226.3% | -45.3% | +121.4% |
| All | +538.9% | +875.8% | -336.9% | +223.0% |
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