+218.0%
IAU vs FDS
+66.9%
+151.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -1.6% |
| 7D | -3.4% | -16.0% | +12.6% | -3.1% |
| 30D | -1.1% | -6.7% | +5.6% | -1.0% |
| 3M | +5.8% | +6.0% | -0.1% | +5.7% |
| 6M | -16.9% | +25.1% | -42.0% | -17.4% |
| YTD | +0.1% | -8.1% | +8.3% | +0.4% |
| 1Y | +18.4% | -26.0% | +44.4% | +19.7% |
| 3Y | +123.6% | -36.4% | +160.0% | +126.9% |
| 5Y | +138.7% | -27.7% | +166.5% | +140.7% |
| All | +218.0% | +66.9% | +151.1% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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