-26.8%
FLUT vs IAU
+210.9%
-237.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -4.6% | +3.9% | -0.6% |
| 30D | +9.3% | -5.4% | +14.7% | +9.4% |
| 3M | -17.5% | -10.9% | -6.6% | -17.3% |
| 6M | -14.6% | -17.4% | +2.8% | -14.0% |
| YTD | -62.3% | -10.2% | -52.1% | -62.5% |
| 1Y | -59.6% | -7.1% | -52.6% | -60.0% |
| 3Y | -45.3% | +97.7% | -143.0% | -51.5% |
| 5Y | -50.4% | +105.3% | -155.7% | -56.8% |
| All | -26.8% | +210.9% | -237.8% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling