+71.4%
BAC vs IAU
+141.6%
-70.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -0.4% | +4.4% | -4.8% | -0.5% |
| 3M | +16.9% | -1.1% | +18.0% | +16.8% |
| 6M | +26.6% | -13.7% | +40.3% | +26.6% |
| YTD | +15.8% | +2.7% | +13.1% | +15.7% |
| 1Y | +27.2% | +24.6% | +2.5% | +27.8% |
| 3Y | +132.4% | +126.8% | +5.6% | +129.7% |
| All | +71.4% | +141.6% | -70.2% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling