+16.3%
FIX vs IAU
-6.5%
+22.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.4% |
| 7D | +17.0% | -5.5% | +22.5% | +20.3% |
| 30D | -30.6% | -7.0% | -23.6% | -27.9% |
| 3M | -35.0% | -12.3% | -22.8% | -30.6% |
| 6M | -44.0% | -17.9% | -26.0% | -38.1% |
| YTD | +21.1% | -10.3% | +31.5% | +26.0% |
| 1Y | +16.3% | -7.9% | +24.2% | +16.7% |
| All | +16.3% | -6.5% | +22.7% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling