+513.3%
XRT vs IAU
+616.2%
-102.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -4.2% | +4.4% | -8.6% | -4.1% |
| 3M | +5.1% | -1.1% | +6.1% | +5.1% |
| 6M | +2.4% | -13.7% | +16.1% | +2.1% |
| YTD | +3.2% | +2.7% | +0.5% | +3.4% |
| 1Y | +1.5% | +24.6% | -23.1% | +2.4% |
| 3Y | +40.6% | +126.8% | -86.3% | +44.8% |
| 5Y | -1.0% | +139.5% | -140.5% | +2.1% |
| 10Y | +128.4% | +226.3% | -97.8% | +142.6% |
| All | +513.3% | +616.2% | -102.8% | +553.9% |
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 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