+213.0%
IAU vs FE
+110.9%
+102.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | -4.0% | +4.3% | -8.3% | -4.3% |
| 3M | -8.2% | +0.4% | -8.6% | -8.2% |
| 6M | -14.8% | +6.9% | -21.7% | -15.2% |
| YTD | -6.7% | +8.0% | -14.7% | -7.2% |
| 1Y | -2.2% | +4.8% | -7.1% | -2.6% |
| 3Y | +106.7% | +49.0% | +57.8% | +101.2% |
| 5Y | +114.8% | +46.2% | +68.6% | +109.2% |
| 10Y | +213.0% | +120.9% | +92.1% | +196.5% |
| All | +213.0% | +110.9% | +102.1% | +196.5% |
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