+229.7%
FIS vs IAU
+875.8%
-646.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -2.2% | +4.4% | -6.7% | -2.2% |
| 3M | +2.1% | -1.1% | +3.2% | +2.2% |
| 6M | -14.7% | -13.7% | -1.0% | -14.6% |
| YTD | -35.7% | +2.7% | -38.4% | -35.8% |
| 1Y | -37.1% | +24.6% | -61.7% | -37.3% |
| 3Y | -20.0% | +126.8% | -146.9% | -21.0% |
| 5Y | -62.1% | +139.5% | -201.6% | -62.7% |
| 10Y | -37.4% | +226.3% | -263.6% | -38.1% |
| All | +229.7% | +875.8% | -646.1% | +208.8% |
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