+216.4%
IAU vs FN
+850.1%
-633.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -1.3% |
| 7D | -2.0% | +8.0% | -10.0% | -2.2% |
| 30D | -4.4% | -19.1% | +14.7% | -4.1% |
| 3M | -8.9% | -29.8% | +20.9% | -8.4% |
| 6M | -15.9% | -43.2% | +27.3% | -15.2% |
| YTD | -7.8% | -18.9% | +11.2% | -7.6% |
| 1Y | -3.8% | -17.9% | +14.1% | -3.7% |
| 3Y | +104.3% | +120.1% | -15.8% | +101.8% |
| 5Y | +111.2% | +206.7% | -95.5% | +107.9% |
| 10Y | +216.4% | +804.7% | -588.2% | +214.7% |
| All | +216.4% | +850.1% | -633.6% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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