+210.7%
IAU vs FN
+2,887.5%
-2,676.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -1.0% |
| 7D | +4.7% | 0.0% | +4.8% | +4.7% |
| 30D | -0.9% | -34.3% | +33.4% | -0.4% |
| 3M | -4.4% | -39.9% | +35.5% | -3.9% |
| 6M | -13.5% | -51.8% | +38.3% | -12.9% |
| YTD | -5.9% | -28.1% | +22.2% | -5.6% |
| 1Y | +1.9% | -29.1% | +31.0% | +2.2% |
| 3Y | +104.1% | +102.4% | +1.6% | +103.3% |
| 5Y | +121.0% | +171.7% | -50.7% | +119.9% |
| 10Y | +204.1% | +773.5% | -569.5% | +203.8% |
| All | +210.7% | +2,887.5% | -2,676.7% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling