+138.7%
IAU vs MDY
+43.9%
+94.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -3.4% | -2.5% | -0.8% | -3.0% |
| 30D | -1.1% | -5.0% | +3.9% | -0.4% |
| 3M | +5.8% | +0.5% | +5.4% | +5.8% |
| 6M | -16.9% | +8.0% | -24.9% | -17.6% |
| YTD | +0.1% | +12.2% | -12.0% | -1.0% |
| 1Y | +18.4% | +14.0% | +4.4% | +16.9% |
| 3Y | +123.6% | +48.2% | +75.4% | +115.8% |
| 5Y | +138.7% | +46.1% | +92.7% | +129.2% |
| All | +138.7% | +43.9% | +94.8% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling