+28.1%
BA vs IAU
+209.6%
-181.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -1.7% | +4.9% | -6.6% | -3.0% |
| 30D | -9.5% | -1.4% | -8.1% | -9.2% |
| 3M | -26.5% | -4.8% | -21.7% | -25.6% |
| 6M | -27.4% | -12.5% | -14.9% | -25.0% |
| YTD | -20.6% | -4.2% | -16.4% | -20.3% |
| 1Y | -11.4% | +3.1% | -14.5% | -12.8% |
| 3Y | -10.8% | +110.0% | -120.8% | -27.7% |
| 5Y | -21.9% | +123.1% | -145.0% | -38.1% |
| 10Y | +28.1% | +216.7% | -188.5% | +0.1% |
| All | +28.1% | +209.6% | -181.5% | +0.1% |
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