+210.7%
IAU vs BWA
+94.2%
+116.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.6% | +4.3% | -8.8% | -4.7% |
| 30D | -5.4% | -13.0% | +7.6% | -5.0% |
| 3M | -10.9% | -24.8% | +13.9% | -10.1% |
| 6M | -17.4% | -23.5% | +6.2% | -16.6% |
| YTD | -10.2% | +13.8% | -24.1% | -10.0% |
| 1Y | -7.1% | +13.4% | -20.5% | -6.9% |
| 3Y | +97.7% | +62.8% | +35.0% | +97.6% |
| 5Y | +105.3% | +28.5% | +76.8% | +104.6% |
| All | +210.7% | +94.2% | +116.4% | +211.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling