+108.6%
FOXA vs IAU
+126.4%
-17.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | +1.1% | +0.2% | +0.9% | +1.1% |
| 3M | -6.1% | +3.3% | -9.4% | -6.1% |
| 6M | +8.2% | -14.6% | +22.8% | +8.9% |
| YTD | -11.8% | +1.9% | -13.7% | -12.1% |
| 1Y | +9.9% | +20.9% | -11.0% | +8.4% |
| All | +108.6% | +126.4% | -17.7% | +91.1% |
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