+218.8%
IAU vs FTV
+90.8%
+128.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -4.5% | +4.0% | -0.4% |
| 30D | +4.4% | -7.1% | +11.5% | +4.6% |
| 3M | -1.1% | -7.2% | +6.1% | -0.9% |
| 6M | -13.7% | -1.5% | -12.2% | -13.7% |
| YTD | +2.7% | +3.5% | -0.7% | +2.7% |
| 1Y | +24.6% | +20.3% | +4.3% | +24.3% |
| 3Y | +126.8% | -3.1% | +130.0% | +126.7% |
| 5Y | +139.5% | +2.3% | +137.1% | +138.8% |
| 10Y | +226.3% | +76.3% | +149.9% | +219.3% |
| All | +218.8% | +90.8% | +128.0% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling