+183.0%
IAU vs BAH
+1,077.1%
-894.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | -4.4% | +18.0% | -22.4% | -4.7% |
| 3M | -8.9% | +11.4% | -20.3% | -9.1% |
| 6M | -15.9% | +17.7% | -33.6% | -16.2% |
| YTD | -7.8% | +5.4% | -13.1% | -8.0% |
| 1Y | -3.8% | +2.8% | -6.5% | -4.0% |
| 3Y | +104.3% | -26.7% | +131.0% | +104.8% |
| 5Y | +111.2% | +8.1% | +103.1% | +109.4% |
| 10Y | +216.4% | +202.5% | +13.9% | +207.8% |
| All | +183.0% | +1,077.1% | -894.1% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling