+50.3%
XOP vs IAU
+210.5%
-160.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.8% |
| 7D | +5.2% | -5.5% | +10.6% | +5.4% |
| 30D | -8.4% | -7.0% | -1.4% | -8.0% |
| 3M | +2.9% | -12.3% | +15.2% | +3.6% |
| 6M | +8.8% | -17.9% | +26.8% | +10.2% |
| YTD | +46.9% | -10.3% | +57.2% | +46.8% |
| 1Y | +41.5% | -7.9% | +49.4% | +40.9% |
| 3Y | +43.1% | +98.7% | -55.5% | +30.9% |
| 5Y | +92.2% | +105.0% | -12.9% | +73.5% |
| All | +50.3% | +210.5% | -160.3% | +39.1% |
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