+141.9%
IAU vs BN
+33.2%
+108.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | +0.2% | -3.0% | +3.2% | +0.4% |
| 30D | +0.2% | -13.0% | +13.2% | +1.4% |
| 3M | +3.3% | -15.2% | +18.5% | +4.7% |
| 6M | -14.6% | -5.9% | -8.6% | -14.0% |
| YTD | +1.9% | -15.8% | +17.7% | +3.1% |
| 1Y | +20.9% | -12.2% | +33.1% | +21.9% |
| 3Y | +127.5% | +72.2% | +55.3% | +115.7% |
| 5Y | +141.9% | +33.2% | +108.7% | +130.3% |
| All | +141.9% | +33.2% | +108.7% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling