+112.9%
IAU vs BAM
+81.2%
+31.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -2.7% | -1.9% | -4.3% |
| 30D | -5.4% | +15.5% | -20.9% | -6.6% |
| 3M | -10.9% | -6.9% | -4.0% | -10.5% |
| 6M | -17.4% | +9.9% | -27.2% | -18.1% |
| YTD | -10.2% | +1.4% | -11.6% | -10.8% |
| 1Y | -7.1% | +3.3% | -10.3% | -7.8% |
| 3Y | +97.7% | +83.6% | +14.1% | +87.9% |
| All | +112.9% | +81.2% | +31.7% | +102.4% |
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