+876.7%
IAU vs VFC
+93.1%
+783.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | -11.6% | +16.1% | +4.5% |
| 3M | -1.1% | -18.1% | +17.0% | -1.0% |
| 6M | -13.7% | -27.4% | +13.6% | -13.6% |
| YTD | +2.7% | -24.8% | +27.6% | +2.9% |
| 1Y | +24.6% | -8.2% | +32.8% | +24.8% |
| 3Y | +126.8% | -29.1% | +156.0% | +127.2% |
| 5Y | +139.5% | -79.2% | +218.7% | +136.6% |
| 10Y | +226.3% | -68.1% | +294.4% | +225.4% |
| All | +876.7% | +93.1% | +783.6% | +853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling