+120.1%
IAU vs USFD
+188.3%
-68.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +3.0% | +1.8% | +4.6% |
| 30D | -0.9% | +11.1% | -11.9% | -1.2% |
| 3M | -4.4% | -0.3% | -4.1% | -4.4% |
| 6M | -13.5% | +15.9% | -29.4% | -13.9% |
| YTD | -5.9% | +41.6% | -47.5% | -6.9% |
| 1Y | +1.9% | +49.4% | -47.5% | +0.6% |
| 3Y | +104.1% | +157.8% | -53.8% | +98.5% |
| All | +120.1% | +188.3% | -68.2% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling