+141.9%
IAU vs BBWI
-68.8%
+210.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +0.9% |
| 7D | +0.2% | -4.4% | +4.6% | +0.2% |
| 30D | +0.2% | -7.4% | +7.6% | +0.2% |
| 3M | +3.3% | -2.2% | +5.5% | +3.2% |
| 6M | -14.6% | -16.3% | +1.8% | -14.6% |
| YTD | +1.9% | -9.1% | +11.0% | +1.7% |
| 1Y | +20.9% | -34.5% | +55.4% | +20.8% |
| 3Y | +127.5% | -47.0% | +174.4% | +128.3% |
| 5Y | +141.9% | -68.8% | +210.8% | +138.1% |
| All | +141.9% | -68.8% | +210.8% | +138.1% |
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