+1,348.4%
FERG vs IAU
+279.3%
+1,069.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.4% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -10.2% | +4.4% | -14.6% | -10.4% |
| 3M | -0.6% | -1.1% | +0.5% | -0.6% |
| 6M | -6.5% | -13.7% | +7.2% | -5.9% |
| YTD | +4.2% | +2.7% | +1.4% | +4.2% |
| 1Y | -2.3% | +24.6% | -26.9% | -2.9% |
| 3Y | +48.5% | +126.8% | -78.4% | +44.3% |
| 5Y | +72.0% | +139.5% | -67.5% | +66.4% |
| 10Y | +369.9% | +226.3% | +143.6% | +361.0% |
| All | +1,348.4% | +279.3% | +1,069.2% | +1,412.6% |
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