+280.3%
FITB vs IAU
+224.0%
+56.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.5% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -5.1% | +0.2% | -5.4% | -5.1% |
| 3M | +3.5% | +3.3% | +0.3% | +3.9% |
| 6M | +17.2% | -14.6% | +31.8% | +15.4% |
| YTD | +17.6% | +1.9% | +15.8% | +18.5% |
| 1Y | +23.4% | +20.9% | +2.5% | +27.5% |
| 3Y | +129.7% | +127.5% | +2.3% | +159.5% |
| 5Y | +68.4% | +141.9% | -73.5% | +90.7% |
| All | +280.3% | +224.0% | +56.3% | +411.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling