+242.6%
IAU vs USFR
+27.5%
+215.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +0.3% | +4.1% | +4.4% |
| 3M | -1.1% | +1.0% | -2.1% | -1.2% |
| 6M | -13.7% | +1.9% | -15.7% | -14.0% |
| YTD | +2.7% | +2.6% | +0.1% | +2.2% |
| 1Y | +24.6% | +4.0% | +20.6% | +23.7% |
| 3Y | +126.8% | +14.1% | +112.7% | +122.2% |
| 5Y | +139.5% | +20.4% | +119.1% | +132.9% |
| 10Y | +226.3% | +28.0% | +198.2% | +214.2% |
| All | +242.6% | +27.5% | +215.1% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling