+219.7%
IAU vs BNS
+188.9%
+30.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -1.5% | +3.5% | -5.0% | -1.9% |
| 3M | +3.3% | +14.1% | -10.8% | +2.0% |
| 6M | -16.2% | +33.8% | -50.0% | -18.3% |
| YTD | +0.7% | +29.5% | -28.8% | -1.6% |
| 1Y | +19.2% | +48.4% | -29.2% | +15.5% |
| 3Y | +124.4% | +129.6% | -5.2% | +111.6% |
| 5Y | +140.0% | +96.1% | +44.0% | +126.5% |
| All | +219.7% | +188.9% | +30.8% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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