+801.9%
IAU vs FICO
+2,008.5%
-1,206.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +1.9% | -0.3% | +2.1% | +1.9% |
| 30D | -1.7% | +1.7% | -3.5% | -1.8% |
| 3M | -3.6% | -35.2% | +31.6% | -3.2% |
| 6M | -10.1% | -33.7% | +23.5% | -9.9% |
| YTD | -5.1% | -58.2% | +53.0% | -4.5% |
| 1Y | +2.6% | -56.6% | +59.2% | +3.3% |
| 3Y | +104.1% | -24.0% | +128.1% | +103.6% |
| 5Y | +122.8% | +86.1% | +36.7% | +120.0% |
| 10Y | +206.5% | +522.8% | -316.3% | +204.3% |
| All | +801.9% | +2,008.5% | -1,206.7% | +833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling