+397.7%
BAC vs IAU
+221.5%
+176.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.5% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -1.4% | +0.2% | -1.6% | -1.3% |
| 3M | +15.7% | +3.3% | +12.5% | +16.2% |
| 6M | +32.2% | -14.6% | +46.7% | +29.5% |
| YTD | +15.8% | +1.9% | +13.9% | +16.9% |
| 1Y | +27.3% | +20.9% | +6.4% | +32.9% |
| 3Y | +137.5% | +127.5% | +10.0% | +182.7% |
| 5Y | +73.1% | +141.9% | -68.9% | +108.6% |
| 10Y | +397.7% | +222.8% | +175.0% | +659.7% |
| All | +397.7% | +221.5% | +176.2% | +659.7% |
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