+141.9%
IAU vs BWA
+89.5%
+52.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +0.2% | +0.1% | 0.0% | +0.2% |
| 30D | +0.2% | -5.6% | +5.8% | +0.6% |
| 3M | +3.3% | -10.7% | +14.0% | +3.9% |
| 6M | -14.6% | +23.2% | -37.7% | -15.3% |
| YTD | +1.9% | +46.0% | -44.1% | +0.3% |
| 1Y | +20.9% | +51.2% | -30.3% | +18.8% |
| 3Y | +127.5% | +69.6% | +57.9% | +122.2% |
| 5Y | +141.9% | +86.6% | +55.3% | +134.7% |
| All | +141.9% | +89.5% | +52.4% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling