+23.4%
BA vs IAU
+210.5%
-187.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.9% |
| 7D | -0.6% | -5.5% | +4.9% | +1.0% |
| 30D | -8.0% | -7.0% | -1.0% | -6.2% |
| 3M | -25.8% | -12.3% | -13.5% | -23.2% |
| 6M | -27.6% | -17.9% | -9.6% | -23.8% |
| YTD | -21.0% | -10.3% | -10.7% | -19.2% |
| 1Y | -12.3% | -7.9% | -4.3% | -11.0% |
| 3Y | -12.8% | +98.7% | -111.4% | -28.4% |
| 5Y | -22.4% | +105.0% | -127.4% | -37.4% |
| All | +23.4% | +210.5% | -187.2% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling