+138.7%
IAU vs MKC
-33.9%
+172.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -3.4% | -2.8% | -0.6% | -3.2% |
| 30D | -1.1% | -3.4% | +2.3% | -0.9% |
| 3M | +5.8% | +3.8% | +2.1% | +5.4% |
| 6M | -16.9% | -17.9% | +1.0% | -15.7% |
| YTD | +0.1% | -23.6% | +23.7% | +2.1% |
| 1Y | +18.4% | -23.1% | +41.5% | +20.6% |
| 3Y | +123.6% | -31.5% | +155.1% | +128.8% |
| 5Y | +138.7% | -33.1% | +171.8% | +135.9% |
| All | +138.7% | -33.9% | +172.7% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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