+139.4%
IAU vs BAM
+71.9%
+67.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.5% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | +0.3% | -6.0% | +6.3% | +0.8% |
| 3M | +0.7% | +7.3% | -6.6% | +0.1% |
| 6M | -15.5% | +8.2% | -23.7% | -16.0% |
| YTD | +1.0% | -3.8% | +4.8% | +0.8% |
| 1Y | +19.6% | -10.7% | +30.3% | +19.7% |
| 3Y | +125.4% | +55.3% | +70.1% | +115.7% |
| All | +139.4% | +71.9% | +67.5% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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