+868.5%
IAU vs BBY
+342.7%
+525.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | +0.2% | +6.8% | -6.6% | +0.2% |
| 3M | +3.3% | +18.7% | -15.5% | +3.3% |
| 6M | -14.6% | +37.3% | -51.9% | -14.5% |
| YTD | +1.9% | +35.3% | -33.4% | +1.9% |
| 1Y | +20.9% | +20.7% | +0.2% | +20.9% |
| 3Y | +127.5% | +39.4% | +88.0% | +127.5% |
| 5Y | +141.9% | -1.5% | +143.4% | +141.7% |
| 10Y | +222.8% | +239.8% | -17.0% | +227.5% |
| All | +868.5% | +342.7% | +525.7% | +855.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling