+138.0%
IAU vs BTDR
+26.7%
+111.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.1% | -1.8% |
| 7D | +0.7% | +22.4% | -21.7% | +0.4% |
| 30D | +0.3% | +16.5% | -16.1% | 0.0% |
| 3M | +0.7% | -31.5% | +32.2% | +0.9% |
| 6M | -15.5% | +74.0% | -89.5% | -16.0% |
| YTD | +1.0% | +13.0% | -12.1% | +0.5% |
| 1Y | +19.6% | -0.2% | +19.8% | +19.2% |
| 3Y | +125.4% | +9.9% | +115.6% | +125.4% |
| 5Y | +140.7% | +28.1% | +112.6% | +144.0% |
| All | +138.0% | +26.7% | +111.3% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling