+1,526.4%
FERG vs IAU
+231.5%
+1,294.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | -4.6% | +14.3% | +10.1% |
| 30D | +15.0% | -5.4% | +20.5% | +15.5% |
| 3M | +3.8% | -10.9% | +14.6% | +4.5% |
| 6M | +10.6% | -17.4% | +28.0% | +11.9% |
| YTD | +17.0% | -10.2% | +27.2% | +18.0% |
| 1Y | +7.1% | -7.1% | +14.1% | +7.9% |
| 3Y | +67.7% | +97.7% | -30.0% | +64.5% |
| 5Y | +76.4% | +105.3% | -28.9% | +72.1% |
| 10Y | +424.2% | +208.0% | +216.2% | +420.0% |
| All | +1,526.4% | +231.5% | +1,294.9% | +1,613.6% |
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 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