+868.5%
IAU vs MKTX
+1,292.2%
-423.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | +0.2% | +1.0% | -0.7% | +0.2% |
| 3M | +3.3% | +40.8% | -37.5% | +3.0% |
| 6M | -14.6% | -10.9% | -3.7% | -14.6% |
| YTD | +1.9% | -8.6% | +10.5% | +1.9% |
| 1Y | +20.9% | -11.6% | +32.4% | +20.9% |
| 3Y | +127.5% | -24.5% | +152.0% | +127.6% |
| 5Y | +141.9% | -60.7% | +202.6% | +142.0% |
| 10Y | +222.8% | +5.1% | +217.6% | +226.9% |
| All | +868.5% | +1,292.2% | -423.7% | +951.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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