+210.3%
IAU vs USFD
+359.1%
-148.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | -5.5% | +1.3% | -6.8% | -5.5% |
| 30D | -7.0% | +10.6% | -17.5% | -7.1% |
| 3M | -12.3% | -2.4% | -9.9% | -12.3% |
| 6M | -17.9% | +28.9% | -46.9% | -18.2% |
| YTD | -10.3% | +43.7% | -54.0% | -10.7% |
| 1Y | -7.9% | +48.5% | -56.4% | -8.4% |
| 3Y | +98.7% | +154.7% | -56.0% | +96.6% |
| 5Y | +105.0% | +218.4% | -113.3% | +102.4% |
| All | +210.3% | +359.1% | -148.8% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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