+223.5%
IAU vs VFC
-69.9%
+293.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | +0.2% | -2.3% | +2.5% | +0.2% |
| 30D | +0.2% | -13.4% | +13.6% | +0.4% |
| 3M | +3.3% | -23.7% | +27.0% | +3.6% |
| 6M | -14.6% | -24.5% | +9.9% | -14.3% |
| YTD | +1.9% | -27.8% | +29.7% | +2.3% |
| 1Y | +20.9% | -13.5% | +34.3% | +21.2% |
| 3Y | +127.5% | -27.1% | +154.6% | +127.7% |
| 5Y | +141.9% | -79.0% | +220.9% | +140.0% |
| All | +223.5% | -69.9% | +293.4% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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