+210.7%
IAU vs FIVE
+504.2%
-293.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.6% | +2.7% | -7.2% | -4.6% |
| 30D | -5.4% | +12.7% | -18.1% | -5.7% |
| 3M | -10.9% | +2.1% | -12.9% | -10.9% |
| 6M | -17.4% | +17.5% | -34.8% | -17.7% |
| YTD | -10.2% | +31.0% | -41.2% | -10.7% |
| 1Y | -7.1% | +67.7% | -74.8% | -7.9% |
| 3Y | +97.7% | +43.4% | +54.3% | +95.5% |
| 5Y | +105.3% | +18.1% | +87.2% | +102.8% |
| All | +210.7% | +504.2% | -293.5% | +193.5% |
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