+138.7%
IAU vs BTI
+116.2%
+22.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -3.4% | -2.0% | -1.4% | -3.2% |
| 30D | -1.1% | -3.4% | +2.3% | -0.9% |
| 3M | +5.8% | -9.0% | +14.8% | +6.5% |
| 6M | -16.9% | -5.0% | -11.9% | -16.8% |
| YTD | +0.1% | -0.3% | +0.5% | -0.2% |
| 1Y | +18.4% | +3.1% | +15.3% | +17.6% |
| 3Y | +123.6% | +111.0% | +12.6% | +106.5% |
| 5Y | +138.7% | +117.0% | +21.7% | +117.5% |
| All | +138.7% | +116.2% | +22.5% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling