+61.0%
BMY vs IAU
+218.5%
-157.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -6.4% | -3.4% | -3.0% | -6.2% |
| 30D | +0.2% | -1.1% | +1.3% | +0.3% |
| 3M | +16.0% | +5.8% | +10.1% | +15.6% |
| 6M | +8.3% | -16.9% | +25.3% | +9.2% |
| YTD | +22.2% | +0.1% | +22.1% | +22.0% |
| 1Y | +41.7% | +18.4% | +23.3% | +40.4% |
| 3Y | +20.7% | +123.6% | -102.9% | +15.7% |
| 5Y | +23.9% | +138.7% | -114.8% | +18.1% |
| All | +61.0% | +218.5% | -157.5% | +50.2% |
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 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