-60.0%
FISV vs IAU
+126.4%
-186.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.3% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -6.8% | +0.2% | -7.1% | -6.8% |
| 3M | -10.0% | +3.3% | -13.2% | -9.4% |
| 6M | -20.6% | -14.6% | -6.1% | -21.3% |
| YTD | -27.6% | +1.9% | -29.4% | -27.6% |
| 1Y | -64.3% | +20.9% | -85.2% | -64.3% |
| All | -60.0% | +126.4% | -186.4% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling