+219.9%
IAU vs FIVE
+502.5%
-282.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.7% |
| 7D | +0.7% | +3.7% | -2.9% | +0.7% |
| 30D | +0.3% | +4.0% | -3.6% | +0.2% |
| 3M | +0.7% | +36.2% | -35.5% | +0.2% |
| 6M | -15.5% | +18.0% | -33.5% | -15.8% |
| YTD | +1.0% | +34.9% | -33.9% | +0.4% |
| 1Y | +19.6% | +67.9% | -48.3% | +18.5% |
| 3Y | +125.4% | +57.3% | +68.1% | +122.7% |
| 5Y | +140.7% | +39.5% | +101.2% | +137.3% |
| All | +219.9% | +502.5% | -282.6% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling