+211.0%
IAU vs FE
+107.2%
+103.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | 0.0% | +4.8% | +4.7% |
| 30D | -0.9% | +5.2% | -6.1% | -1.3% |
| 3M | -4.4% | 0.0% | -4.3% | -4.4% |
| 6M | -13.5% | +5.0% | -18.5% | -13.9% |
| YTD | -5.9% | +7.9% | -13.8% | -6.4% |
| 1Y | +1.9% | +6.3% | -4.5% | +1.4% |
| 3Y | +104.1% | +46.0% | +58.0% | +98.7% |
| 5Y | +121.0% | +45.6% | +75.4% | +115.1% |
| All | +211.0% | +107.2% | +103.8% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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