+111.2%
IAU vs VFC
-67.9%
+179.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | -4.4% | +30.7% | -35.1% | -5.1% |
| 3M | -8.9% | +40.6% | -49.5% | -9.8% |
| 6M | -15.9% | +16.5% | -32.4% | -16.4% |
| YTD | -7.8% | +16.2% | -23.9% | -8.3% |
| 1Y | -3.8% | +42.4% | -46.2% | -4.6% |
| 3Y | +104.3% | +48.1% | +56.3% | +100.9% |
| 5Y | +111.2% | -67.8% | +179.0% | +106.4% |
| All | +111.2% | -67.9% | +179.1% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling