+76.2%
FDX vs IAU
+105.6%
-29.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +5.2% | -4.6% | +9.8% | +5.4% |
| 30D | +11.3% | -5.4% | +16.7% | +11.5% |
| 3M | -4.1% | -10.9% | +6.8% | -3.7% |
| 6M | +9.6% | -17.4% | +27.0% | +10.0% |
| YTD | +40.9% | -10.2% | +51.1% | +42.3% |
| 1Y | +53.0% | -7.1% | +60.1% | +55.0% |
| 3Y | +74.1% | +97.7% | -23.6% | +80.9% |
| All | +76.2% | +105.6% | -29.4% | +71.9% |
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