+105.6%
IAU vs BAX
-64.2%
+169.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.4% | +4.1% | -9.5% | -5.6% |
| 3M | -10.9% | -4.5% | -6.3% | -10.8% |
| 6M | -17.4% | +49.2% | -66.6% | -18.9% |
| YTD | -10.2% | +35.2% | -45.5% | -11.6% |
| 1Y | -7.1% | +38.3% | -45.3% | -8.6% |
| 3Y | +97.7% | -19.0% | +116.8% | +97.0% |
| All | +105.6% | -64.2% | +169.8% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling