+219.7%
IAU vs MDY
+177.2%
+42.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.0% | -1.9% | -0.2% | -1.9% |
| 30D | -1.5% | -4.6% | +3.1% | -1.2% |
| 3M | +3.3% | -1.2% | +4.5% | +3.4% |
| 6M | -16.2% | +9.2% | -25.4% | -16.7% |
| YTD | +0.7% | +13.1% | -12.4% | 0.0% |
| 1Y | +19.2% | +13.0% | +6.2% | +18.4% |
| 3Y | +124.4% | +49.2% | +75.2% | +119.8% |
| 5Y | +140.0% | +47.2% | +92.8% | +134.5% |
| All | +219.7% | +177.2% | +42.5% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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