+18.4%
IAU vs BAX
-0.8%
+19.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | -3.4% | -5.4% | +2.1% | -3.0% |
| 30D | -1.1% | -12.4% | +11.3% | -0.2% |
| 3M | +5.8% | +19.1% | -13.3% | +4.0% |
| 6M | -16.9% | +38.6% | -55.6% | -19.8% |
| YTD | +0.1% | +26.7% | -26.6% | -2.1% |
| 1Y | +18.4% | +1.0% | +17.4% | +15.1% |
| All | +18.4% | -0.8% | +19.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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