+1,251.0%
BE vs IAU
+139.7%
+1,111.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.7% | +11.4% | +11.0% |
| 7D | +29.8% | +0.7% | +29.0% | +28.8% |
| 30D | +26.4% | +0.3% | +26.1% | +25.6% |
| 3M | +9.3% | +0.7% | +8.6% | +8.6% |
| 6M | +105.1% | -15.5% | +120.6% | +132.8% |
| YTD | +219.0% | +1.0% | +218.1% | +218.4% |
| 1Y | +418.8% | +19.6% | +399.2% | +361.2% |
| 3Y | +1,784.6% | +125.4% | +1,659.1% | +817.1% |
| 5Y | +1,251.0% | +140.7% | +1,110.2% | +466.2% |
| All | +1,251.0% | +139.7% | +1,111.3% | +466.2% |
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