+218.0%
IAU vs BWA
+153.1%
+64.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -1.1% | -5.5% | +4.4% | -1.0% |
| 3M | +5.8% | -7.6% | +13.4% | +6.0% |
| 6M | -16.9% | +25.0% | -41.9% | -17.3% |
| YTD | +0.1% | +47.0% | -46.8% | -0.5% |
| 1Y | +18.4% | +54.0% | -35.6% | +17.6% |
| 3Y | +123.6% | +70.7% | +52.9% | +121.6% |
| 5Y | +138.7% | +86.7% | +52.1% | +136.2% |
| All | +218.0% | +153.1% | +64.9% | +217.3% |
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