+859.8%
IAU vs MDY
+663.5%
+196.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.7% |
| 30D | +0.3% | -3.1% | +3.5% | +0.5% |
| 3M | +0.7% | +1.8% | -1.1% | +0.6% |
| 6M | -15.5% | +10.8% | -26.3% | -15.9% |
| YTD | +1.0% | +14.4% | -13.5% | +0.3% |
| 1Y | +19.6% | +15.2% | +4.4% | +18.8% |
| 3Y | +125.4% | +51.2% | +74.3% | +121.1% |
| 5Y | +140.7% | +47.2% | +93.5% | +135.8% |
| 10Y | +218.1% | +171.1% | +47.0% | +203.3% |
| All | +859.8% | +663.5% | +196.3% | +751.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling