+123.2%
IAU vs FND
-50.8%
+174.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -3.4% | -5.1% | +1.7% | -3.1% |
| 30D | -1.1% | -22.5% | +21.4% | +0.2% |
| 3M | +5.8% | -5.0% | +10.8% | +6.0% |
| 6M | -16.9% | -21.5% | +4.6% | -16.3% |
| YTD | +0.1% | -23.0% | +23.1% | +0.9% |
| 1Y | +18.4% | -44.9% | +63.3% | +20.0% |
| All | +123.2% | -50.8% | +174.0% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling