+81.0%
BSX vs IAU
+220.2%
-139.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -10.1% | -2.0% | -8.1% | -9.9% |
| 30D | -16.4% | -1.5% | -14.9% | -16.3% |
| 3M | -8.9% | +3.3% | -12.1% | -9.1% |
| 6M | -38.3% | -16.2% | -22.0% | -37.4% |
| YTD | -54.9% | +0.7% | -55.6% | -55.1% |
| 1Y | -58.8% | +19.2% | -78.0% | -59.6% |
| 3Y | -21.2% | +124.4% | -145.6% | -27.3% |
| 5Y | -3.3% | +140.0% | -143.4% | -11.8% |
| All | +81.0% | +220.2% | -139.2% | +64.7% |
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