-52.4%
FIS vs IAU
+210.9%
-263.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | +2.8% | -4.6% | +7.4% | +2.6% |
| 30D | -16.7% | -5.4% | -11.3% | -16.7% |
| 3M | -32.3% | -10.9% | -21.4% | -32.3% |
| 6M | -29.1% | -17.4% | -11.7% | -29.0% |
| YTD | -54.1% | -10.2% | -43.9% | -54.5% |
| 1Y | -53.7% | -7.1% | -46.7% | -54.2% |
| 3Y | -38.8% | +97.7% | -136.6% | -43.4% |
| 5Y | -71.1% | +105.3% | -176.4% | -73.7% |
| All | -52.4% | +210.9% | -263.3% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling