+548.1%
BMY vs IAU
+875.8%
-327.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +5.0% | +4.4% | +0.6% | +4.9% |
| 3M | +19.4% | -1.1% | +20.4% | +19.4% |
| 6M | +9.5% | -13.7% | +23.3% | +9.8% |
| YTD | +28.1% | +2.7% | +25.3% | +28.0% |
| 1Y | +50.0% | +24.6% | +25.4% | +49.4% |
| 3Y | +24.1% | +126.8% | -102.8% | +22.3% |
| 5Y | +25.0% | +139.5% | -114.5% | +23.0% |
| 10Y | +68.7% | +226.3% | -157.6% | +66.0% |
| All | +548.1% | +875.8% | -327.7% | +514.0% |
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