+222.8%
IAU vs FFIV
+239.4%
-16.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | +0.8% |
| 7D | +0.2% | +3.5% | -3.3% | +0.1% |
| 30D | +0.2% | -1.3% | +1.5% | +0.3% |
| 3M | +3.3% | +2.4% | +0.9% | +3.2% |
| 6M | -14.6% | +41.8% | -56.4% | -15.4% |
| YTD | +1.9% | +58.5% | -56.6% | +0.5% |
| 1Y | +20.9% | +24.3% | -3.5% | +19.7% |
| 3Y | +127.5% | +152.0% | -24.5% | +121.5% |
| 5Y | +141.9% | +99.1% | +42.8% | +135.1% |
| 10Y | +222.8% | +242.8% | -20.0% | +214.1% |
| All | +222.8% | +239.4% | -16.7% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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