+123.7%
XRT vs IAU
+216.4%
-92.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -5.6% | +0.3% | -6.0% | -5.7% |
| 3M | +2.5% | +0.7% | +1.8% | +2.4% |
| 6M | +3.7% | -15.5% | +19.2% | +4.8% |
| YTD | +1.0% | +1.0% | 0.0% | +0.7% |
| 1Y | -1.2% | +19.6% | -20.8% | -2.7% |
| 3Y | +43.4% | +125.4% | -82.1% | +33.8% |
| 5Y | -0.7% | +140.7% | -141.5% | -8.6% |
| 10Y | +123.7% | +218.1% | -94.4% | +118.4% |
| All | +123.7% | +216.4% | -92.7% | +118.4% |
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