+2.9%
IAU vs BWA
+17.4%
-14.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.2% |
| 7D | -0.3% | -9.9% | +9.6% | +1.8% |
| 30D | -1.9% | -16.4% | +14.5% | +1.6% |
| 3M | -0.4% | -19.8% | +19.4% | +3.8% |
| 6M | -10.1% | -10.0% | -0.2% | -7.4% |
| YTD | -5.9% | +12.7% | -18.7% | -8.1% |
| 1Y | +2.9% | +15.7% | -12.7% | +0.2% |
| All | +2.9% | +17.4% | -14.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling