+1,027.6%
FIX vs IAU
+105.6%
+922.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | -4.6% | +14.0% | +11.0% |
| 30D | -27.8% | -5.4% | -22.3% | -26.6% |
| 3M | -35.6% | -10.9% | -24.7% | -33.3% |
| 6M | -45.2% | -17.4% | -27.9% | -42.2% |
| YTD | +19.5% | -10.2% | +29.7% | +24.5% |
| 1Y | +24.2% | -7.1% | +31.3% | +28.8% |
| 3Y | +494.2% | +97.7% | +396.4% | +429.8% |
| All | +1,027.6% | +105.6% | +922.0% | +834.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling