+84.7%
META vs IAU
+106.1%
-21.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +3.1% | -5.5% | +8.5% | +4.0% |
| 30D | -18.2% | -7.0% | -11.2% | -17.3% |
| 3M | +7.8% | -12.3% | +20.1% | +9.9% |
| 6M | +3.6% | -17.9% | +21.5% | +6.4% |
| YTD | -5.3% | -10.3% | +5.0% | -2.9% |
| 1Y | +2.7% | -7.9% | +10.7% | +5.1% |
| 3Y | +91.5% | +98.7% | -7.2% | +73.2% |
| 5Y | +84.7% | +105.0% | -20.4% | +52.2% |
| All | +84.7% | +106.1% | -21.4% | +52.2% |
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