+216.4%
IAU vs FFIV
+130.1%
+86.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.0% | -2.9% | +1.0% | -1.9% |
| 30D | -4.4% | -32.4% | +28.0% | -3.3% |
| 3M | -8.9% | -22.7% | +13.8% | -8.2% |
| 6M | -15.9% | -10.7% | -5.2% | -15.7% |
| YTD | -7.8% | +25.4% | -33.1% | -8.4% |
| 1Y | -3.8% | +34.2% | -37.9% | -4.5% |
| 3Y | +104.3% | +101.2% | +3.1% | +100.1% |
| 5Y | +111.2% | +42.0% | +69.2% | +106.4% |
| 10Y | +216.4% | +126.7% | +89.7% | +212.1% |
| All | +216.4% | +130.1% | +86.4% | +212.1% |
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