+216.4%
IAU vs MOD
+915.9%
-699.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.2% |
| 7D | -2.0% | +8.2% | -10.2% | -2.0% |
| 30D | -4.4% | -38.2% | +33.7% | -4.0% |
| 3M | -8.9% | -46.2% | +37.3% | -8.4% |
| 6M | -15.9% | -62.5% | +46.6% | -15.3% |
| YTD | -7.8% | -20.1% | +12.3% | -7.1% |
| 1Y | -3.8% | -29.7% | +25.9% | -3.1% |
| 3Y | +104.3% | +136.2% | -31.9% | +107.9% |
| 5Y | +111.2% | +820.4% | -709.2% | +117.6% |
| 10Y | +216.4% | +839.8% | -623.4% | +228.8% |
| All | +216.4% | +915.9% | -699.5% | +228.8% |
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