+17,650.9%
FIX vs IAU
+801.0%
+16,849.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.8% | -12.4% | -11.7% |
| 7D | -27.2% | +1.9% | -29.1% | -27.5% |
| 30D | -46.9% | -1.7% | -45.2% | -46.8% |
| 3M | -44.4% | -3.6% | -40.8% | -44.1% |
| 6M | -50.9% | -10.1% | -40.8% | -50.1% |
| YTD | +3.5% | -5.1% | +8.7% | +4.6% |
| 1Y | -2.1% | +2.6% | -4.7% | -2.1% |
| 3Y | +418.7% | +104.1% | +314.7% | +373.3% |
| 5Y | +894.6% | +122.8% | +771.7% | +794.2% |
| 10Y | +3,465.5% | +206.5% | +3,259.0% | +2,979.2% |
| All | +17,650.9% | +801.0% | +16,849.9% | +13,725.4% |
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