+137.3%
IAU vs BTDR
+19.6%
+117.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.5% |
| 7D | -2.0% | -3.4% | +1.4% | -2.0% |
| 30D | -1.5% | +32.6% | -34.1% | -2.0% |
| 3M | +3.3% | -32.2% | +35.5% | +3.5% |
| 6M | -16.2% | +52.4% | -68.6% | -16.7% |
| YTD | +0.7% | +6.7% | -6.0% | +0.3% |
| 1Y | +19.2% | -15.2% | +34.5% | +19.0% |
| 3Y | +124.4% | +14.9% | +109.5% | +124.6% |
| 5Y | +140.0% | +20.8% | +119.2% | +143.5% |
| All | +137.3% | +19.6% | +117.7% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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