+124.8%
IAU vs MNDY
-50.8%
+175.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -1.7% |
| 7D | -3.4% | -12.5% | +9.1% | -3.3% |
| 30D | -1.1% | -2.6% | +1.5% | -1.1% |
| 3M | +5.8% | +4.2% | +1.6% | +5.8% |
| 6M | -16.9% | +9.8% | -26.7% | -17.0% |
| YTD | +0.1% | -42.3% | +42.4% | +0.6% |
| 1Y | +18.4% | -54.5% | +72.9% | +19.3% |
| 3Y | +123.6% | -50.3% | +173.8% | +124.6% |
| 5Y | +138.7% | -77.1% | +215.9% | +138.7% |
| All | +124.8% | -50.8% | +175.6% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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