+876.7%
IAU vs BTI
+927.2%
-50.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +4.4% | -6.6% | +11.0% | +4.9% |
| 3M | -1.1% | -3.0% | +1.9% | -1.0% |
| 6M | -13.7% | -6.7% | -7.0% | -13.5% |
| YTD | +2.7% | +0.6% | +2.2% | +2.5% |
| 1Y | +24.6% | +5.6% | +19.0% | +23.9% |
| 3Y | +126.8% | +110.3% | +16.5% | +115.2% |
| 5Y | +139.5% | +114.3% | +25.2% | +126.4% |
| 10Y | +226.3% | +67.7% | +158.6% | +210.3% |
| All | +876.7% | +927.2% | -50.5% | +638.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling