+668.0%
BE vs IAU
+208.3%
+459.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | -4.6% | +15.4% | +14.9% |
| 30D | -19.8% | -5.4% | -14.3% | -16.3% |
| 3M | -18.7% | -10.9% | -7.8% | -11.2% |
| 6M | -33.7% | -17.4% | -16.4% | -23.3% |
| YTD | +121.0% | -10.2% | +131.2% | +143.0% |
| 1Y | +85.4% | -7.1% | +92.5% | +99.0% |
| 3Y | +1,709.5% | +97.7% | +1,611.8% | +1,052.1% |
| 5Y | +462.2% | +105.3% | +356.9% | +241.5% |
| All | +668.0% | +208.3% | +459.7% | +428.6% |
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 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