+68.6%
XOP vs IAU
+550.5%
-481.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -8.4% | +2.8% | -11.2% | -9.1% |
| 30D | -8.4% | -4.0% | -4.4% | -7.6% |
| 3M | +0.2% | -8.2% | +8.4% | +2.0% |
| 6M | +7.2% | -14.8% | +22.0% | +11.0% |
| YTD | +40.8% | -6.7% | +47.5% | +40.7% |
| 1Y | +36.3% | -2.2% | +38.5% | +34.2% |
| 3Y | +37.2% | +106.7% | -69.5% | +7.2% |
| 5Y | +86.6% | +114.8% | -28.2% | +43.8% |
| 10Y | +44.0% | +213.0% | -168.9% | -4.1% |
| All | +68.6% | +550.5% | -481.8% | -32.1% |
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 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