+216.7%
IAU vs USFD
+368.6%
-151.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.2% | +1.8% |
| 7D | +4.9% | +3.9% | +1.0% | +4.8% |
| 30D | -1.4% | +12.8% | -14.2% | -1.5% |
| 3M | -4.8% | +1.0% | -5.7% | -4.8% |
| 6M | -12.5% | +30.3% | -42.7% | -12.8% |
| YTD | -4.2% | +46.0% | -50.1% | -4.6% |
| 1Y | +3.1% | +49.6% | -46.5% | +2.6% |
| 3Y | +110.0% | +166.3% | -56.3% | +107.8% |
| 5Y | +123.1% | +208.4% | -85.3% | +120.2% |
| 10Y | +216.7% | +371.2% | -154.5% | +216.0% |
| All | +216.7% | +368.6% | -151.9% | +216.0% |
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