+868.5%
IAU vs FLR
+158.8%
+709.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | +0.2% | -3.1% | +3.3% | +0.3% |
| 30D | +0.2% | +4.9% | -4.7% | +0.1% |
| 3M | +3.3% | +10.8% | -7.5% | +2.8% |
| 6M | -14.6% | +19.7% | -34.2% | -15.2% |
| YTD | +1.9% | +38.4% | -36.5% | +0.7% |
| 1Y | +20.9% | +34.7% | -13.8% | +19.5% |
| 3Y | +127.5% | +56.7% | +70.8% | +122.5% |
| 5Y | +141.9% | +241.6% | -99.7% | +130.8% |
| 10Y | +222.8% | +20.2% | +202.6% | +216.8% |
| All | +868.5% | +158.8% | +709.7% | +787.7% |
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