+139.3%
IAU vs FLR
+238.1%
-98.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -2.0% | -3.5% | +1.5% | -1.8% |
| 30D | -1.5% | +4.2% | -5.7% | -1.8% |
| 3M | +3.3% | +8.1% | -4.8% | +2.6% |
| 6M | -16.2% | +21.5% | -37.8% | -17.3% |
| YTD | +0.7% | +36.8% | -36.1% | -1.1% |
| 1Y | +19.2% | +31.2% | -12.0% | +17.2% |
| 3Y | +124.4% | +53.9% | +70.5% | +115.7% |
| All | +139.3% | +238.1% | -98.8% | +124.0% |
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