+137.9%
IAU vs BROS
+33.7%
+104.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.7% |
| 7D | -3.4% | -6.1% | +2.7% | -3.2% |
| 30D | -1.1% | -12.4% | +11.3% | -0.9% |
| 3M | +5.8% | -27.9% | +33.8% | +6.4% |
| 6M | -16.9% | -16.8% | -0.1% | -16.7% |
| YTD | +0.1% | -29.0% | +29.2% | +0.5% |
| 1Y | +18.4% | -33.2% | +51.6% | +18.9% |
| 3Y | +123.6% | +56.8% | +66.8% | +119.9% |
| All | +137.9% | +33.7% | +104.2% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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