+141.1%
FITB vs IAU
+104.5%
+36.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | -0.6% | -2.0% | +1.4% | -0.5% |
| 30D | +7.0% | -4.4% | +11.5% | +7.2% |
| 3M | -4.8% | -8.9% | +4.1% | -4.5% |
| 6M | +13.5% | -15.9% | +29.5% | +14.1% |
| YTD | +19.1% | -7.8% | +26.8% | +19.2% |
| 1Y | +30.8% | -3.8% | +34.5% | +31.0% |
| All | +141.1% | +104.5% | +36.7% | +81.1% |
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