+75.9%
BAC vs IAU
+793.8%
-717.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | -1.2% | +4.7% | -5.9% | -0.6% |
| 30D | -7.7% | -0.9% | -6.8% | -7.8% |
| 3M | -21.2% | -4.4% | -16.8% | -21.6% |
| 6M | -6.8% | -13.5% | +6.7% | -8.7% |
| YTD | -8.7% | -5.9% | -2.8% | -9.0% |
| 1Y | -5.3% | +1.9% | -7.2% | -4.4% |
| 3Y | +87.4% | +104.1% | -16.6% | +113.6% |
| 5Y | +18.9% | +121.0% | -102.1% | +37.6% |
| 10Y | +273.3% | +204.1% | +69.2% | +365.5% |
| All | +75.9% | +793.8% | -717.8% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling