+216.7%
IAU vs FN
+837.6%
-620.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.9% | -10.0% | +1.6% |
| 7D | +4.9% | +16.3% | -11.4% | +4.4% |
| 30D | -1.4% | -24.7% | +23.4% | -0.9% |
| 3M | -4.8% | -34.9% | +30.2% | -4.1% |
| 6M | -12.5% | -41.1% | +28.6% | -11.8% |
| YTD | -4.2% | -19.6% | +15.4% | -4.0% |
| 1Y | +3.1% | -18.5% | +21.6% | +3.3% |
| 3Y | +110.0% | +119.1% | -9.1% | +107.6% |
| 5Y | +123.1% | +206.9% | -83.9% | +119.9% |
| 10Y | +216.7% | +826.4% | -609.7% | +216.2% |
| All | +216.7% | +837.6% | -620.9% | +216.2% |
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