+111.2%
IAU vs BBWI
-67.2%
+178.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.1% |
| 7D | -2.0% | -7.7% | +5.8% | -1.9% |
| 30D | -4.4% | +24.8% | -29.2% | -4.5% |
| 3M | -8.9% | +16.2% | -25.1% | -8.9% |
| 6M | -15.9% | +15.8% | -31.8% | -16.0% |
| YTD | -7.8% | +11.4% | -19.2% | -8.0% |
| 1Y | -3.8% | +3.2% | -7.0% | -4.0% |
| 3Y | +104.3% | -23.5% | +127.8% | +104.8% |
| 5Y | +111.2% | -67.4% | +178.6% | +105.6% |
| All | +111.2% | -67.2% | +178.4% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling