+242.3%
IAU vs FND
+66.0%
+176.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.9% |
| 7D | -0.5% | -5.2% | +4.7% | -0.4% |
| 30D | +4.4% | -19.9% | +24.3% | +5.1% |
| 3M | -1.1% | +2.7% | -3.8% | -1.2% |
| 6M | -13.7% | -21.7% | +8.0% | -13.3% |
| YTD | +2.7% | -17.5% | +20.2% | +3.0% |
| 1Y | +24.6% | -39.3% | +63.9% | +25.7% |
| 3Y | +126.8% | -49.8% | +176.6% | +129.1% |
| 5Y | +139.5% | -60.1% | +199.6% | +141.4% |
| All | +242.3% | +66.0% | +176.3% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling