+282.0%
FITB vs IAU
+218.5%
+63.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | -1.3% |
| 30D | -5.5% | -1.1% | -4.4% | -5.6% |
| 3M | +4.1% | +5.8% | -1.7% | +4.7% |
| 6M | +18.7% | -16.9% | +35.7% | +16.6% |
| YTD | +18.2% | +0.1% | +18.0% | +18.9% |
| 1Y | +23.7% | +18.4% | +5.3% | +27.5% |
| 3Y | +130.8% | +123.6% | +7.2% | +160.2% |
| 5Y | +69.8% | +138.7% | -69.0% | +92.1% |
| All | +282.0% | +218.5% | +63.5% | +413.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling