+876.7%
IAU vs FHN
+10.0%
+866.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +4.4% | -4.7% | +9.1% | +4.3% |
| 3M | -1.1% | +3.5% | -4.6% | -0.9% |
| 6M | -13.7% | +7.8% | -21.5% | -13.5% |
| YTD | +2.7% | +5.9% | -3.1% | +2.9% |
| 1Y | +24.6% | +12.5% | +12.2% | +25.2% |
| 3Y | +126.8% | +117.2% | +9.6% | +133.1% |
| 5Y | +139.5% | +86.5% | +52.9% | +146.5% |
| 10Y | +226.3% | +125.7% | +100.5% | +241.8% |
| All | +876.7% | +10.0% | +866.7% | +1,030.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling