+124.4%
IAU vs MKSI
+190.8%
-66.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.4% |
| 7D | -2.0% | +2.7% | -4.7% | -2.2% |
| 30D | -1.5% | -12.8% | +11.3% | -0.7% |
| 3M | +3.3% | -22.5% | +25.8% | +4.3% |
| 6M | -16.2% | +19.4% | -35.6% | -17.5% |
| YTD | +0.7% | +67.7% | -67.1% | -1.9% |
| 1Y | +19.2% | +131.4% | -112.2% | +15.1% |
| 3Y | +124.4% | +197.3% | -72.9% | +114.4% |
| All | +124.4% | +190.8% | -66.4% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling