-2.8%
FXI vs IAU
+114.3%
-117.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.2% |
| 7D | +3.7% | +2.8% | +0.9% | +2.7% |
| 30D | +0.5% | -4.0% | +4.5% | +1.9% |
| 3M | -5.7% | -8.2% | +2.5% | -3.1% |
| 6M | -6.9% | -14.8% | +7.9% | -1.6% |
| YTD | -9.5% | -6.7% | -2.8% | -9.0% |
| 1Y | -14.0% | -2.2% | -11.8% | -15.4% |
| 3Y | +44.5% | +106.7% | -62.2% | -3.4% |
| 5Y | -2.8% | +114.8% | -117.6% | -40.8% |
| All | -2.8% | +114.3% | -117.1% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling