+97.7%
IAU vs BROS
+30.6%
+67.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.1% |
| 7D | -4.6% | +6.3% | -10.9% | -4.8% |
| 30D | -5.4% | -8.3% | +2.9% | -5.3% |
| 3M | -10.9% | -29.8% | +18.9% | -10.2% |
| 6M | -17.4% | -25.8% | +8.5% | -16.8% |
| YTD | -10.2% | -41.4% | +31.1% | -9.4% |
| 1Y | -7.1% | -35.2% | +28.1% | -6.3% |
| 3Y | +97.7% | +32.8% | +65.0% | +88.7% |
| All | +97.7% | +30.6% | +67.1% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling