+128.7%
FIS vs IAU
+793.8%
-665.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.3% |
| 7D | -25.5% | +4.7% | -30.2% | -25.4% |
| 30D | -15.1% | -0.9% | -14.2% | -15.0% |
| 3M | -32.1% | -4.4% | -27.7% | -32.1% |
| 6M | -36.1% | -13.5% | -22.6% | -36.0% |
| YTD | -55.4% | -5.9% | -49.5% | -55.5% |
| 1Y | -53.9% | +1.9% | -55.8% | -54.0% |
| 3Y | -39.8% | +104.1% | -143.8% | -40.5% |
| 5Y | -71.1% | +121.0% | -192.1% | -71.5% |
| 10Y | -53.8% | +204.1% | -257.9% | -54.4% |
| All | +128.7% | +793.8% | -665.0% | +114.2% |
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 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