+222.8%
IAU vs FIVE
+486.0%
-263.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.0% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | +0.2% | +5.0% | -4.8% | +0.1% |
| 3M | +3.3% | +29.5% | -26.2% | +2.8% |
| 6M | -14.6% | +12.4% | -27.0% | -14.8% |
| YTD | +1.9% | +31.2% | -29.3% | +1.4% |
| 1Y | +20.9% | +72.9% | -52.0% | +19.7% |
| 3Y | +127.5% | +53.0% | +74.5% | +124.8% |
| 5Y | +141.9% | +34.2% | +107.8% | +138.7% |
| 10Y | +222.8% | +497.6% | -274.9% | +213.3% |
| All | +222.8% | +486.0% | -263.3% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling