+141.9%
IAU vs USFR
+20.4%
+121.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.2% | +0.3% | -0.1% | -0.1% |
| 3M | +3.3% | +1.0% | +2.3% | +2.3% |
| 6M | -14.6% | +1.9% | -16.5% | -16.5% |
| YTD | +1.9% | +2.7% | -0.8% | -1.4% |
| 1Y | +20.9% | +4.0% | +16.9% | +15.0% |
| 3Y | +127.5% | +14.0% | +113.4% | +105.6% |
| 5Y | +141.9% | +20.4% | +121.5% | +111.0% |
| All | +141.9% | +20.4% | +121.5% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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