+753.6%
IAU vs FLR
+131.1%
+622.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | +5.4% | -10.0% | -4.7% |
| 30D | -5.4% | +2.8% | -8.3% | -5.5% |
| 3M | -10.9% | -6.4% | -4.5% | -10.7% |
| 6M | -17.4% | +8.8% | -26.1% | -17.7% |
| YTD | -10.2% | +23.6% | -33.8% | -11.0% |
| 1Y | -7.1% | +13.8% | -20.9% | -7.6% |
| 3Y | +97.7% | +36.5% | +61.2% | +94.2% |
| 5Y | +105.3% | +119.3% | -14.1% | +98.2% |
| 10Y | +208.0% | +8.0% | +200.1% | +203.6% |
| All | +753.6% | +131.1% | +622.5% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling