+105.6%
IAU vs FLR
+112.0%
-6.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | +5.4% | -10.0% | -4.9% |
| 30D | -5.4% | +2.8% | -8.3% | -5.6% |
| 3M | -10.9% | -6.4% | -4.5% | -10.6% |
| 6M | -17.4% | +8.8% | -26.1% | -17.9% |
| YTD | -10.2% | +23.6% | -33.8% | -11.4% |
| 1Y | -7.1% | +13.8% | -20.9% | -8.0% |
| 3Y | +97.7% | +36.5% | +61.2% | +91.0% |
| All | +105.6% | +112.0% | -6.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling