+210.7%
IAU vs FHN
+81.8%
+128.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -4.5% |
| 30D | -5.4% | +3.8% | -9.2% | -5.4% |
| 3M | -10.9% | -8.9% | -1.9% | -11.1% |
| 6M | -17.4% | +1.8% | -19.2% | -17.3% |
| YTD | -10.2% | +0.6% | -10.8% | -10.2% |
| 1Y | -7.1% | +12.9% | -20.0% | -6.7% |
| 3Y | +97.7% | +126.4% | -28.7% | +102.6% |
| 5Y | +105.3% | +62.3% | +43.0% | +109.4% |
| All | +210.7% | +81.8% | +128.8% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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