-4.5%
XRT vs IAU
+105.6%
-110.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.7% | -4.6% | +6.3% | +2.3% |
| 30D | +7.5% | -5.4% | +12.9% | +8.2% |
| 3M | +2.2% | -10.9% | +13.1% | +3.5% |
| 6M | +14.7% | -17.4% | +32.0% | +17.0% |
| YTD | +7.5% | -10.2% | +17.7% | +8.2% |
| 1Y | +14.1% | -7.1% | +21.2% | +14.4% |
| 3Y | +58.8% | +97.7% | -38.9% | +39.6% |
| All | -4.5% | +105.6% | -110.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling