+124.4%
IAU vs BBY
+42.8%
+81.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.5% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -1.5% | +9.4% | -10.9% | -1.5% |
| 3M | +3.3% | +19.3% | -16.1% | +3.3% |
| 6M | -16.2% | +47.9% | -64.2% | -16.1% |
| YTD | +0.7% | +39.6% | -38.9% | +0.9% |
| 1Y | +19.2% | +22.2% | -3.0% | +19.5% |
| 3Y | +124.4% | +45.0% | +79.4% | +123.1% |
| All | +124.4% | +42.8% | +81.6% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling