-7.9%
IAU vs BAM
-1.5%
-6.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.3% |
| 7D | -5.5% | -2.0% | -3.5% | -5.0% |
| 30D | -7.0% | +13.7% | -20.6% | -9.3% |
| 3M | -12.3% | -4.8% | -7.5% | -11.8% |
| 6M | -17.9% | +7.6% | -25.6% | -19.5% |
| YTD | -10.3% | +1.2% | -11.5% | -12.5% |
| 1Y | -7.9% | -2.3% | -5.6% | -9.7% |
| All | -7.9% | -1.5% | -6.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling