+18.4%
IAU vs VFC
-14.7%
+33.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.6% |
| 7D | -3.4% | -3.3% | -0.1% | -3.1% |
| 30D | -1.1% | -14.0% | +12.9% | 0.0% |
| 3M | +5.8% | -22.6% | +28.4% | +7.4% |
| 6M | -16.9% | -24.7% | +7.8% | -15.3% |
| YTD | +0.1% | -29.0% | +29.1% | +2.6% |
| 1Y | +18.4% | -13.8% | +32.2% | +23.0% |
| All | +18.4% | -14.7% | +33.1% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling