+1,497.9%
META vs IAU
+148.4%
+1,349.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.3% |
| 30D | -18.1% | -1.7% | -16.4% | -18.0% |
| 3M | +2.9% | -3.6% | +6.4% | +3.1% |
| 6M | +0.2% | -10.1% | +10.3% | +0.9% |
| YTD | -8.1% | -5.1% | -3.0% | -7.4% |
| 1Y | -4.5% | +2.6% | -7.1% | -4.1% |
| 3Y | +94.2% | +104.1% | -9.9% | +87.2% |
| 5Y | +79.1% | +122.8% | -43.7% | +70.7% |
| 10Y | +405.9% | +206.5% | +199.4% | +394.4% |
| All | +1,497.9% | +148.4% | +1,349.5% | +1,458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling