+202.3%
FXI vs IAU
+751.7%
-549.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | -4.2% | -5.5% | +1.3% | -3.0% |
| 30D | -2.0% | -7.0% | +5.0% | -0.6% |
| 3M | -5.0% | -12.3% | +7.3% | -2.4% |
| 6M | -9.6% | -17.9% | +8.3% | -6.0% |
| YTD | -11.9% | -10.3% | -1.6% | -10.3% |
| 1Y | -16.7% | -7.9% | -8.7% | -15.6% |
| 3Y | +40.6% | +98.7% | -58.0% | +21.8% |
| 5Y | -9.1% | +105.0% | -114.1% | -21.9% |
| 10Y | +18.4% | +207.7% | -189.2% | -5.3% |
| All | +202.3% | +751.7% | -549.5% | +70.9% |
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 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