+2.9%
IAU vs BAH
+6.2%
-3.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.7% |
| 7D | -0.3% | +5.8% | -6.0% | -0.1% |
| 30D | -1.9% | +28.7% | -30.6% | -1.1% |
| 3M | -0.4% | +20.9% | -21.3% | +0.2% |
| 6M | -10.1% | +15.2% | -25.3% | -9.9% |
| YTD | -5.9% | +7.1% | -13.0% | -7.3% |
| 1Y | +2.9% | +6.4% | -3.5% | +1.6% |
| All | +2.9% | +6.2% | -3.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling