+123.1%
IAU vs BAM
+86.2%
+36.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +4.7% | +9.7% | -5.0% | +3.9% |
| 30D | -0.9% | +19.0% | -19.9% | -2.4% |
| 3M | -4.4% | +0.6% | -4.9% | -4.6% |
| 6M | -13.5% | +11.1% | -24.6% | -14.4% |
| YTD | -5.9% | +4.2% | -10.1% | -6.8% |
| 1Y | +1.9% | +3.3% | -1.4% | +0.9% |
| 3Y | +104.1% | +88.8% | +15.3% | +93.4% |
| All | +123.1% | +86.2% | +36.9% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling