+139.8%
IAU vs FDS
-20.8%
+160.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.8% |
| 7D | +0.7% | -5.4% | +6.1% | +0.7% |
| 30D | +0.3% | +1.6% | -1.3% | +0.4% |
| 3M | +0.7% | +17.7% | -17.0% | +0.9% |
| 6M | -15.5% | +29.1% | -44.6% | -15.3% |
| YTD | +1.0% | +1.0% | 0.0% | +1.7% |
| 1Y | +19.6% | -21.6% | +41.2% | +21.5% |
| 3Y | +125.4% | -30.1% | +155.6% | +129.6% |
| All | +139.8% | -20.8% | +160.5% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling