+217.6%
BAC vs IAU
+210.9%
+6.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.2% | -4.6% | +7.8% | +2.9% |
| 30D | -0.7% | -5.4% | +4.7% | -1.2% |
| 3M | -20.0% | -10.9% | -9.1% | -20.7% |
| 6M | +3.4% | -17.4% | +20.8% | +1.6% |
| YTD | -5.7% | -10.2% | +4.5% | -5.9% |
| 1Y | -1.4% | -7.1% | +5.6% | -1.0% |
| 3Y | +97.9% | +97.7% | +0.2% | +129.8% |
| 5Y | +22.9% | +105.3% | -82.4% | +42.7% |
| All | +217.6% | +210.9% | +6.7% | +390.3% |
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