+81.9%
META vs IAU
+120.1%
-38.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | +4.7% | -5.5% | -1.5% |
| 30D | -15.4% | -0.9% | -14.5% | -15.3% |
| 3M | +3.5% | -4.4% | +7.9% | +4.1% |
| 6M | -0.3% | -13.5% | +13.2% | +1.6% |
| YTD | -7.3% | -5.9% | -1.4% | -5.7% |
| 1Y | -1.1% | +1.9% | -3.0% | +0.1% |
| 3Y | +95.1% | +104.1% | -9.0% | +76.3% |
| All | +81.9% | +120.1% | -38.2% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling