+134.5%
FITB vs IAU
+776.1%
-641.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.2% |
| 7D | -0.6% | -2.0% | +1.4% | -0.9% |
| 30D | +7.0% | -4.4% | +11.5% | +6.3% |
| 3M | -4.8% | -8.9% | +4.1% | -6.1% |
| 6M | +13.5% | -15.9% | +29.5% | +10.6% |
| YTD | +19.1% | -7.8% | +26.8% | +18.3% |
| 1Y | +30.8% | -3.8% | +34.5% | +30.9% |
| 3Y | +141.6% | +104.3% | +37.3% | +179.8% |
| 5Y | +48.3% | +111.2% | -62.9% | +73.2% |
| 10Y | +215.9% | +216.4% | -0.5% | +307.3% |
| All | +134.5% | +776.1% | -641.6% | +233.1% |
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 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