+96.8%
META vs IAU
+99.0%
-2.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +5.2% | -4.6% | +9.8% | +6.0% |
| 30D | -13.0% | -5.4% | -7.6% | -12.2% |
| 3M | +7.9% | -10.9% | +18.8% | +9.7% |
| 6M | +4.2% | -17.4% | +21.6% | +6.9% |
| YTD | -2.5% | -10.2% | +7.7% | +0.8% |
| 1Y | +5.6% | -7.1% | +12.6% | +9.2% |
| 3Y | +96.8% | +97.7% | -0.9% | +83.5% |
| All | +96.8% | +99.0% | -2.2% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling