+141.9%
IAU vs BBAI
-71.3%
+213.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +0.9% |
| 7D | +0.2% | -4.1% | +4.2% | +0.2% |
| 30D | +0.2% | -12.4% | +12.6% | +0.3% |
| 3M | +3.3% | -29.1% | +32.3% | +3.5% |
| 6M | -14.6% | -32.6% | +18.1% | -14.4% |
| YTD | +1.9% | -47.6% | +49.5% | +2.2% |
| 1Y | +20.9% | -41.0% | +61.9% | +21.2% |
| 3Y | +127.5% | +67.5% | +60.0% | +126.7% |
| 5Y | +141.9% | -71.3% | +213.2% | +142.3% |
| All | +141.9% | -71.3% | +213.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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