+123.1%
BAC vs IAU
+875.8%
-752.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | -0.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.0% |
| 30D | -0.4% | +4.4% | -4.8% | +0.2% |
| 3M | +16.9% | -1.1% | +18.0% | +16.8% |
| 6M | +26.6% | -13.7% | +40.3% | +24.0% |
| YTD | +15.8% | +2.7% | +13.1% | +16.8% |
| 1Y | +27.2% | +24.6% | +2.5% | +32.6% |
| 3Y | +132.4% | +126.8% | +5.6% | +169.0% |
| 5Y | +72.6% | +139.5% | -66.9% | +102.0% |
| 10Y | +389.7% | +226.3% | +163.5% | +516.6% |
| All | +123.1% | +875.8% | -752.7% | +191.4% |
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