+218.0%
IAU vs BN
+263.5%
-45.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -3.4% | -5.9% | +2.5% | -3.1% |
| 30D | -1.1% | -15.1% | +14.0% | -0.3% |
| 3M | +5.8% | -14.6% | +20.4% | +6.7% |
| 6M | -16.9% | -8.4% | -8.5% | -16.6% |
| YTD | +0.1% | -16.8% | +16.9% | +0.9% |
| 1Y | +18.4% | -14.4% | +32.8% | +19.1% |
| 3Y | +123.6% | +70.1% | +53.5% | +118.4% |
| 5Y | +138.7% | +33.5% | +105.2% | +133.5% |
| All | +218.0% | +263.5% | -45.6% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling