-15.9%
IAU vs BBWI
+12.6%
-28.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -2.0% | -7.7% | +5.8% | -1.9% |
| 30D | -4.4% | +24.8% | -29.2% | -4.6% |
| 3M | -8.9% | +16.2% | -25.1% | -9.1% |
| 6M | -15.9% | +15.8% | -31.8% | -17.4% |
| All | -15.9% | +12.6% | -28.6% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling