+876.7%
IAU vs FTI
+1,506.9%
-630.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +5.3% | -5.8% | -0.8% |
| 30D | +4.4% | +15.3% | -10.9% | +3.6% |
| 3M | -1.1% | +15.8% | -16.8% | -2.0% |
| 6M | -13.7% | +22.6% | -36.3% | -14.9% |
| YTD | +2.7% | +79.5% | -76.8% | -0.8% |
| 1Y | +24.6% | +102.0% | -77.4% | +19.5% |
| 3Y | +126.8% | +315.8% | -189.0% | +107.3% |
| 5Y | +139.5% | +1,129.5% | -990.0% | +103.0% |
| 10Y | +226.3% | +320.9% | -94.7% | +185.7% |
| All | +876.7% | +1,506.9% | -630.2% | +556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling