+425.2%
FDX vs IAU
+751.7%
-326.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -1.1% |
| 7D | +0.8% | -5.5% | +6.3% | +0.7% |
| 30D | +9.9% | -7.0% | +16.9% | +9.8% |
| 3M | -1.9% | -12.3% | +10.4% | -2.1% |
| 6M | +6.1% | -17.9% | +24.0% | +5.7% |
| YTD | +38.8% | -10.3% | +49.1% | +38.8% |
| 1Y | +50.0% | -7.9% | +57.9% | +50.1% |
| 3Y | +71.0% | +98.7% | -27.6% | +75.9% |
| 5Y | +72.5% | +105.0% | -32.6% | +77.4% |
| 10Y | +153.1% | +207.7% | -54.5% | +166.0% |
| All | +425.2% | +751.7% | -326.6% | +424.8% |
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