-2.5%
BND vs IAU
+138.0%
-140.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -0.9% | -3.4% | +2.4% | -0.6% |
| 30D | -1.0% | -1.1% | +0.2% | -0.9% |
| 3M | -1.2% | +5.8% | -7.1% | -1.9% |
| 6M | -2.0% | -16.9% | +14.9% | -0.3% |
| YTD | -1.2% | +0.1% | -1.3% | -2.0% |
| 1Y | -0.5% | +18.4% | -18.9% | -4.0% |
| 3Y | +12.4% | +123.6% | -111.2% | -5.5% |
| 5Y | -2.5% | +138.7% | -141.2% | -20.0% |
| All | -2.5% | +138.0% | -140.5% | -20.0% |
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 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