+93.1%
META vs IAU
+123.8%
-30.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.8% |
| 7D | +5.7% | +4.9% | +0.8% | +4.9% |
| 30D | -10.8% | -1.4% | -9.4% | -10.6% |
| 3M | +8.4% | -4.8% | +13.2% | +9.1% |
| 6M | +5.4% | -12.5% | +17.9% | +7.2% |
| YTD | -2.6% | -4.2% | +1.6% | -1.2% |
| 1Y | +3.5% | +3.1% | +0.4% | +4.5% |
| 3Y | +102.0% | +110.0% | -8.0% | +81.7% |
| 5Y | +93.1% | +123.1% | -30.0% | +57.1% |
| All | +93.1% | +123.8% | -30.8% | +57.1% |
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