+134.6%
FITB vs IAU
+875.8%
-741.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.5% |
| 30D | -4.7% | +4.4% | -9.2% | -4.0% |
| 3M | +6.7% | -1.1% | +7.7% | +6.6% |
| 6M | +12.6% | -13.7% | +26.3% | +10.0% |
| YTD | +19.1% | +2.7% | +16.4% | +20.4% |
| 1Y | +22.6% | +24.6% | -2.0% | +28.6% |
| 3Y | +127.1% | +126.8% | +0.3% | +167.4% |
| 5Y | +71.8% | +139.5% | -67.7% | +105.0% |
| 10Y | +287.2% | +226.3% | +60.9% | +400.0% |
| All | +134.6% | +875.8% | -741.2% | +238.9% |
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