+219.7%
IAU vs BBWI
-55.0%
+274.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -2.0% |
| 30D | -1.5% | +3.5% | -5.0% | -1.5% |
| 3M | +3.3% | -0.3% | +3.6% | +3.2% |
| 6M | -16.2% | -5.4% | -10.9% | -16.3% |
| YTD | +0.7% | -4.7% | +5.4% | +0.6% |
| 1Y | +19.2% | -30.5% | +49.7% | +19.2% |
| 3Y | +124.4% | -44.3% | +168.7% | +124.7% |
| 5Y | +140.0% | -66.9% | +206.9% | +140.0% |
| All | +219.7% | -55.0% | +274.6% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling