+876.7%
IAU vs BN
+1,700.1%
-823.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +4.4% | -9.5% | +13.9% | +4.9% |
| 3M | -1.1% | -10.4% | +9.3% | -0.6% |
| 6M | -13.7% | -6.4% | -7.4% | -13.5% |
| YTD | +2.7% | -11.9% | +14.6% | +3.2% |
| 1Y | +24.6% | -8.6% | +33.2% | +25.0% |
| 3Y | +126.8% | +77.6% | +49.3% | +120.8% |
| 5Y | +139.5% | +37.0% | +102.5% | +134.3% |
| 10Y | +226.3% | +266.4% | -40.1% | +206.2% |
| All | +876.7% | +1,700.1% | -823.4% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling