+510.7%
BMY vs IAU
+751.7%
-241.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.9% |
| 7D | -1.3% | -5.5% | +4.2% | -1.2% |
| 30D | +10.0% | -7.0% | +16.9% | +10.1% |
| 3M | -1.2% | -12.3% | +11.1% | -0.9% |
| 6M | +12.8% | -17.9% | +30.7% | +13.2% |
| YTD | +20.7% | -10.3% | +31.0% | +20.9% |
| 1Y | +32.6% | -7.9% | +40.5% | +32.8% |
| 3Y | +41.8% | +98.7% | -56.8% | +40.2% |
| 5Y | +29.0% | +105.0% | -76.1% | +27.3% |
| 10Y | +57.8% | +207.7% | -149.9% | +55.6% |
| All | +510.7% | +751.7% | -241.0% | +480.1% |
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