+428.4%
FDX vs IAU
+875.8%
-447.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +3.8% | +4.4% | -0.6% | +3.9% |
| 3M | -1.3% | -1.1% | -0.2% | -1.4% |
| 6M | +5.0% | -13.7% | +18.7% | +4.5% |
| YTD | +39.6% | +2.7% | +36.9% | +39.9% |
| 1Y | +81.1% | +24.6% | +56.5% | +82.9% |
| 3Y | +63.0% | +126.8% | -63.8% | +68.1% |
| 5Y | +65.6% | +139.5% | -73.9% | +70.8% |
| 10Y | +183.4% | +226.3% | -42.9% | +197.7% |
| All | +428.4% | +875.8% | -447.4% | +429.1% |
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