+216.7%
IAU vs MOD
+1,005.7%
-789.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.0% | +1.8% |
| 7D | +4.9% | -13.9% | +18.8% | +5.0% |
| 30D | -1.4% | -41.5% | +40.2% | -1.0% |
| 3M | -4.8% | -45.7% | +41.0% | -4.3% |
| 6M | -12.5% | -61.1% | +48.6% | -11.9% |
| YTD | -4.2% | -20.5% | +16.3% | -3.5% |
| 1Y | +3.1% | -32.1% | +35.2% | +3.9% |
| 3Y | +110.0% | +146.5% | -36.5% | +114.0% |
| 5Y | +123.1% | +812.7% | -689.7% | +130.7% |
| 10Y | +216.7% | +966.8% | -750.1% | +233.3% |
| All | +216.7% | +1,005.7% | -789.0% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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