+105.6%
IAU vs FND
-63.9%
+169.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -4.6% | -6.8% | +2.2% | -4.2% |
| 30D | -5.4% | +8.0% | -13.4% | -5.8% |
| 3M | -10.9% | -18.9% | +8.0% | -10.1% |
| 6M | -17.4% | +4.7% | -22.1% | -17.6% |
| YTD | -10.2% | -21.6% | +11.4% | -9.7% |
| 1Y | -7.1% | -22.0% | +15.0% | -6.5% |
| 3Y | +97.7% | -40.4% | +138.2% | +99.6% |
| All | +105.6% | -63.9% | +169.5% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling