+97.7%
IAU vs FE
+50.7%
+47.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -4.6% | +1.2% | -5.8% | -4.8% |
| 30D | -5.4% | +4.5% | -10.0% | -6.1% |
| 3M | -10.9% | +1.3% | -12.2% | -11.1% |
| 6M | -17.4% | +8.7% | -26.0% | -18.8% |
| YTD | -10.2% | +9.2% | -19.4% | -11.6% |
| 1Y | -7.1% | +7.0% | -14.0% | -8.1% |
| 3Y | +97.7% | +51.4% | +46.3% | +79.5% |
| All | +97.7% | +50.7% | +47.1% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling