-65.6%
FIS vs IAU
+139.7%
-205.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -6.0% |
| 7D | -3.5% | +0.7% | -4.2% | -3.4% |
| 30D | -7.8% | +0.3% | -8.2% | -7.8% |
| 3M | +0.8% | +0.7% | +0.1% | +1.0% |
| 6M | -21.9% | -15.5% | -6.4% | -22.1% |
| YTD | -39.5% | +1.0% | -40.5% | -39.9% |
| 1Y | -41.0% | +19.6% | -60.6% | -41.9% |
| 3Y | -23.6% | +125.4% | -149.1% | -27.3% |
| 5Y | -65.6% | +140.7% | -206.4% | -69.9% |
| All | -65.6% | +139.7% | -205.3% | -69.9% |
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 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