+753.6%
IAU vs BWA
+451.7%
+301.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -10.9% | -24.8% | +13.9% | -10.2% |
| 6M | -17.4% | -23.5% | +6.2% | -16.8% |
| YTD | -10.2% | +13.8% | -24.1% | -10.4% |
| 1Y | -7.1% | +13.4% | -20.5% | -7.2% |
| 3Y | +97.7% | +62.8% | +35.0% | +96.0% |
| 5Y | +105.3% | +28.5% | +76.8% | +103.7% |
| 10Y | +208.0% | +95.4% | +112.7% | +201.5% |
| All | +753.6% | +451.7% | +301.9% | +656.1% |
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