+66.7%
FERG vs IAU
+98.8%
-32.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.9% | -3.1% |
| 7D | +8.2% | -5.5% | +13.6% | +9.4% |
| 30D | +14.4% | -7.0% | +21.3% | +15.9% |
| 3M | +4.3% | -12.3% | +16.6% | +6.8% |
| 6M | +7.9% | -17.9% | +25.8% | +11.7% |
| YTD | +16.3% | -10.3% | +26.6% | +19.0% |
| 1Y | +2.2% | -7.9% | +10.2% | +4.3% |
| All | +66.7% | +98.8% | -32.1% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling