+114.8%
IAU vs FFIV
+41.1%
+73.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +2.8% | -4.2% | +7.0% | +3.1% |
| 30D | -4.0% | -33.9% | +29.9% | -1.6% |
| 3M | -8.2% | -22.6% | +14.4% | -6.9% |
| 6M | -14.8% | -10.4% | -4.4% | -14.4% |
| YTD | -6.7% | +24.3% | -31.0% | -8.2% |
| 1Y | -2.2% | +31.8% | -34.0% | -4.1% |
| 3Y | +106.7% | +99.5% | +7.2% | +95.1% |
| 5Y | +114.8% | +40.7% | +74.1% | +102.5% |
| All | +114.8% | +41.1% | +73.7% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling