+218.0%
IAU vs FTV
+80.1%
+137.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | -3.4% | -5.2% | +1.8% | -3.3% |
| 30D | -1.1% | -11.5% | +10.4% | -0.9% |
| 3M | +5.8% | -9.0% | +14.9% | +6.0% |
| 6M | -16.9% | -2.0% | -14.9% | -16.9% |
| YTD | +0.1% | -0.9% | +1.1% | +0.1% |
| 1Y | +18.4% | +14.8% | +3.6% | +18.2% |
| 3Y | +123.6% | -5.5% | +129.1% | +123.6% |
| 5Y | +138.7% | -1.9% | +140.6% | +138.3% |
| All | +218.0% | +80.1% | +137.8% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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