+129.5%
IAU vs USFD
+165.3%
-35.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.4% |
| 30D | +4.4% | +3.5% | +0.9% | +4.3% |
| 3M | -1.1% | +26.6% | -27.6% | -2.4% |
| 6M | -13.7% | +11.7% | -25.4% | -14.2% |
| YTD | +2.7% | +38.1% | -35.4% | +0.5% |
| 1Y | +24.6% | +33.4% | -8.8% | +22.1% |
| All | +129.5% | +165.3% | -35.9% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling