+876.7%
IAU vs BWA
+632.2%
+244.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | -0.5% | +5.7% | -6.2% | -0.7% |
| 30D | +4.4% | +1.4% | +3.0% | +4.4% |
| 3M | -1.1% | -12.1% | +11.0% | -0.8% |
| 6M | -13.7% | +28.6% | -42.3% | -14.2% |
| YTD | +2.7% | +51.1% | -48.4% | +1.8% |
| 1Y | +24.6% | +55.9% | -31.2% | +23.4% |
| 3Y | +126.8% | +70.1% | +56.7% | +123.9% |
| 5Y | +139.5% | +90.7% | +48.8% | +135.4% |
| 10Y | +226.3% | +154.0% | +72.3% | +217.1% |
| All | +876.7% | +632.2% | +244.5% | +758.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling