+210.7%
IAU vs FICO
+527.0%
-316.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | -5.4% | +0.1% | -5.5% | -5.5% |
| 3M | -10.9% | -35.2% | +24.3% | -10.1% |
| 6M | -17.4% | -32.4% | +15.0% | -16.9% |
| YTD | -10.2% | -57.4% | +47.2% | -8.7% |
| 1Y | -7.1% | -58.5% | +51.5% | -5.5% |
| 3Y | +97.7% | -28.9% | +126.6% | +96.0% |
| 5Y | +105.3% | +91.7% | +13.6% | +95.8% |
| All | +210.7% | +527.0% | -316.3% | +203.5% |
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