+219.7%
IAU vs MKSI
+524.1%
-304.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.5% |
| 7D | -2.0% | +2.7% | -4.7% | -2.1% |
| 30D | -1.5% | -12.8% | +11.3% | -1.1% |
| 3M | +3.3% | -22.5% | +25.8% | +3.9% |
| 6M | -16.2% | +19.4% | -35.6% | -16.9% |
| YTD | +0.7% | +67.7% | -67.1% | -1.0% |
| 1Y | +19.2% | +131.4% | -112.2% | +16.3% |
| 3Y | +124.4% | +197.3% | -72.9% | +116.8% |
| 5Y | +140.0% | +87.0% | +53.1% | +131.9% |
| All | +219.7% | +524.1% | -304.4% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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