+213.0%
IAU vs FN
+772.0%
-559.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.1% | -2.5% |
| 7D | +2.8% | -4.1% | +6.9% | +2.8% |
| 30D | -4.0% | -28.3% | +24.4% | -3.4% |
| 3M | -8.2% | -33.9% | +25.7% | -7.6% |
| 6M | -14.8% | -43.9% | +29.1% | -14.0% |
| YTD | -6.7% | -23.4% | +16.8% | -6.4% |
| 1Y | -2.2% | -25.4% | +23.2% | -1.9% |
| 3Y | +106.7% | +107.9% | -1.2% | +104.6% |
| 5Y | +114.8% | +195.1% | -80.3% | +112.1% |
| 10Y | +213.0% | +794.1% | -581.1% | +213.4% |
| All | +213.0% | +772.0% | -559.0% | +213.4% |
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