+18,617.7%
FIX vs IAU
+793.8%
+17,824.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.3% | +5.6% |
| 7D | -17.5% | +4.7% | -22.2% | -18.2% |
| 30D | -41.6% | -0.9% | -40.7% | -41.5% |
| 3M | -40.6% | -4.4% | -36.2% | -40.2% |
| 6M | -49.4% | -13.5% | -35.9% | -48.2% |
| YTD | +9.2% | -5.9% | +15.1% | +10.4% |
| 1Y | +6.5% | +1.9% | +4.6% | +6.6% |
| 3Y | +448.7% | +104.1% | +344.7% | +400.8% |
| 5Y | +948.7% | +121.0% | +827.7% | +844.1% |
| 10Y | +3,659.7% | +204.1% | +3,455.7% | +3,150.9% |
| All | +18,617.7% | +793.8% | +17,824.0% | +14,496.6% |
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