+851.9%
IAU vs BDX
+489.7%
+362.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | -3.4% | -5.4% | +2.0% | -3.2% |
| 30D | -1.1% | -2.2% | +1.1% | -1.0% |
| 3M | +5.8% | +20.1% | -14.2% | +5.2% |
| 6M | -16.9% | +9.1% | -26.0% | -17.2% |
| YTD | +0.1% | +17.9% | -17.8% | -0.4% |
| 1Y | +18.4% | +22.1% | -3.7% | +17.6% |
| 3Y | +123.6% | -10.5% | +134.1% | +123.7% |
| 5Y | +138.7% | -2.6% | +141.3% | +138.1% |
| 10Y | +217.2% | +57.5% | +159.7% | +213.9% |
| All | +851.9% | +489.7% | +362.2% | +825.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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