+203.1%
IAU vs BBIO
+136.7%
+66.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.0% | -3.2% | +1.2% | -2.0% |
| 30D | -1.5% | -13.6% | +12.1% | -1.4% |
| 3M | +3.3% | +7.2% | -4.0% | +3.2% |
| 6M | -16.2% | +1.5% | -17.7% | -16.3% |
| YTD | +0.7% | -5.3% | +6.0% | +0.7% |
| 1Y | +19.2% | +37.7% | -18.5% | +19.0% |
| 3Y | +124.4% | +153.9% | -29.5% | +123.1% |
| 5Y | +140.0% | +43.9% | +96.2% | +137.3% |
| All | +203.1% | +136.7% | +66.4% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 all: compounded portfolio wealth divided by compounded BBIO 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…
all analysis · Full analysis span regression · 6 months rolling