+58.5%
FDX vs IAU
+1.0%
+57.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +3.1% |
| 7D | +0.2% | +4.9% | -4.7% | -0.7% |
| 30D | +9.3% | -1.4% | +10.7% | +9.5% |
| 3M | +0.5% | -4.8% | +5.3% | +1.3% |
| 6M | +5.3% | -12.5% | +17.8% | +7.6% |
| YTD | +38.6% | -4.2% | +42.8% | +35.9% |
| All | +58.5% | +1.0% | +57.5% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling