+599.5%
XYZ vs IAU
+208.2%
+391.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +12.1% | +4.7% | +7.4% | +10.6% |
| 30D | +12.4% | -0.9% | +13.3% | +12.7% |
| 3M | +8.2% | -4.4% | +12.5% | +9.7% |
| 6M | +20.7% | -13.5% | +34.2% | +25.9% |
| YTD | +31.3% | -5.9% | +37.2% | +33.5% |
| 1Y | +20.5% | +1.9% | +18.6% | +19.7% |
| 3Y | +72.6% | +104.1% | -31.4% | +32.0% |
| 5Y | -64.0% | +121.0% | -185.0% | -73.9% |
| All | +599.5% | +208.2% | +391.3% | +439.6% |
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