+105.0%
IAU vs FDS
-23.2%
+128.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.8% |
| 7D | -5.5% | -2.6% | -2.9% | -5.5% |
| 30D | -7.0% | +14.1% | -21.0% | -6.9% |
| 3M | -12.3% | +19.8% | -32.1% | -12.1% |
| 6M | -17.9% | +55.0% | -72.9% | -17.7% |
| YTD | -10.3% | +15.9% | -26.2% | -9.6% |
| 1Y | -7.9% | +24.2% | -32.1% | -7.4% |
| 3Y | +98.7% | -24.0% | +122.7% | +103.3% |
| 5Y | +105.0% | -23.3% | +128.4% | +111.4% |
| All | +105.0% | -23.2% | +128.3% | +111.4% |
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