-71.4%
FIS vs IAU
+120.1%
-191.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.3% |
| 7D | -25.5% | +4.7% | -30.2% | -25.0% |
| 30D | -15.1% | -0.9% | -14.2% | -14.8% |
| 3M | -32.1% | -4.4% | -27.7% | -32.0% |
| 6M | -36.1% | -13.5% | -22.6% | -36.2% |
| YTD | -55.4% | -5.9% | -49.5% | -55.7% |
| 1Y | -53.9% | +1.9% | -55.8% | -54.5% |
| 3Y | -39.8% | +104.1% | -143.8% | -42.9% |
| All | -71.4% | +120.1% | -191.5% | -75.4% |
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