-7.1%
IAU vs BAH
+5.1%
-12.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -4.6% | +1.7% | -6.3% | -4.5% |
| 30D | -5.4% | +20.8% | -26.2% | -4.9% |
| 3M | -10.9% | +11.6% | -22.4% | -10.7% |
| 6M | -17.4% | +23.1% | -40.5% | -16.8% |
| YTD | -10.2% | +5.3% | -15.5% | -11.9% |
| 1Y | -7.1% | +6.1% | -13.2% | -8.7% |
| All | -7.1% | +5.1% | -12.1% | -8.7% |
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