+753.6%
IAU vs BIIB
+299.7%
+453.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | +0.1% |
| 7D | -4.6% | +2.0% | -6.6% | -4.6% |
| 30D | -5.4% | +8.8% | -14.3% | -5.5% |
| 3M | -10.9% | +20.3% | -31.2% | -11.1% |
| 6M | -17.4% | +23.9% | -41.3% | -17.6% |
| YTD | -10.2% | +44.0% | -54.2% | -10.7% |
| 1Y | -7.1% | +53.8% | -60.9% | -7.6% |
| 3Y | +97.7% | +13.8% | +83.9% | +97.1% |
| 5Y | +105.3% | -6.3% | +111.6% | +104.7% |
| 10Y | +208.0% | -20.6% | +228.6% | +207.3% |
| All | +753.6% | +299.7% | +453.9% | +723.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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