+29,523.5%
FIX vs IAU
+875.8%
+28,647.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -7.2% | +4.4% | -11.7% | -7.9% |
| 3M | -15.9% | -1.1% | -14.8% | -15.8% |
| 6M | +12.7% | -13.7% | +26.5% | +15.1% |
| YTD | +72.8% | +2.7% | +70.1% | +72.3% |
| 1Y | +122.9% | +24.6% | +98.3% | +117.0% |
| 3Y | +774.3% | +126.8% | +647.5% | +685.0% |
| 5Y | +2,049.5% | +139.5% | +1,910.0% | +1,809.6% |
| 10Y | +5,821.5% | +226.3% | +5,595.2% | +4,959.1% |
| All | +29,523.5% | +875.8% | +28,647.7% | +22,679.4% |
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 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