-23.4%
BITO vs IAU
+2.6%
-25.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +0.9% |
| 7D | -1.9% | -0.3% | -1.7% | -1.8% |
| 30D | -6.7% | -1.9% | -4.9% | -5.8% |
| 3M | +23.1% | -0.4% | +23.5% | +23.9% |
| 6M | -2.0% | -10.1% | +8.1% | +2.9% |
| YTD | -11.4% | -5.9% | -5.5% | -11.8% |
| 1Y | -23.4% | +2.9% | -26.3% | -34.5% |
| All | -23.4% | +2.6% | -25.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling