+219.7%
IAU vs FTI
+305.3%
-85.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | -1.9% |
| 30D | -1.5% | +1.5% | -3.0% | -1.6% |
| 3M | +3.3% | +8.2% | -4.9% | +3.1% |
| 6M | -16.2% | +18.8% | -35.1% | -16.6% |
| YTD | +0.7% | +71.7% | -71.0% | -0.5% |
| 1Y | +19.2% | +90.0% | -70.8% | +17.6% |
| 3Y | +124.4% | +270.5% | -146.1% | +118.2% |
| 5Y | +140.0% | +1,084.5% | -944.5% | +129.6% |
| All | +219.7% | +305.3% | -85.6% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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