+1,049.0%
FIX vs IAU
+114.3%
+934.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.1% |
| 7D | -13.9% | +2.8% | -16.8% | -14.8% |
| 30D | -35.5% | -4.0% | -31.6% | -34.7% |
| 3M | -33.9% | -8.2% | -25.7% | -32.2% |
| 6M | -43.3% | -14.8% | -28.5% | -40.8% |
| YTD | +18.7% | -6.7% | +25.4% | +22.3% |
| 1Y | +13.8% | -2.2% | +16.0% | +16.5% |
| 3Y | +495.0% | +106.7% | +388.2% | +424.0% |
| 5Y | +1,049.0% | +114.8% | +934.2% | +843.4% |
| All | +1,049.0% | +114.3% | +934.7% | +843.4% |
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