+127.1%
IAU vs FTI
+274.9%
-147.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +0.9% |
| 7D | +0.2% | -2.3% | +2.5% | +0.3% |
| 30D | +0.2% | +5.0% | -4.8% | -0.1% |
| 3M | +3.3% | +13.8% | -10.6% | +2.3% |
| 6M | -14.6% | +22.9% | -37.4% | -15.9% |
| YTD | +1.9% | +75.0% | -73.1% | -1.8% |
| 1Y | +20.9% | +96.9% | -76.0% | +15.7% |
| All | +127.1% | +274.9% | -147.8% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling