+529.4%
XYZ vs IAU
+250.0%
+279.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.3% | -3.3% |
| 7D | -2.1% | -5.5% | +3.3% | -0.7% |
| 30D | +7.0% | -7.0% | +14.0% | +9.0% |
| 3M | +5.1% | -12.3% | +17.4% | +8.5% |
| 6M | +14.1% | -17.9% | +32.0% | +19.3% |
| YTD | +26.4% | -10.3% | +36.7% | +30.0% |
| 1Y | +25.1% | -7.9% | +33.0% | +28.0% |
| 3Y | +59.7% | +98.7% | -38.9% | +36.7% |
| 5Y | -63.8% | +105.0% | -168.9% | -69.9% |
| 10Y | +592.4% | +207.7% | +384.8% | +570.2% |
| All | +529.4% | +250.0% | +279.4% | +557.2% |
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