+216.7%
IAU vs FICO
+544.0%
-327.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.8% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -1.4% | +8.4% | -9.8% | -1.6% |
| 3M | -4.8% | -30.5% | +25.7% | -4.1% |
| 6M | -12.5% | -35.7% | +23.2% | -11.8% |
| YTD | -4.2% | -57.2% | +53.0% | -2.6% |
| 1Y | +3.1% | -58.4% | +61.5% | +4.9% |
| 3Y | +110.0% | -24.8% | +134.8% | +107.7% |
| 5Y | +123.1% | +79.3% | +43.8% | +113.1% |
| 10Y | +216.7% | +531.6% | -315.0% | +206.4% |
| All | +216.7% | +544.0% | -327.3% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling