-3.8%
IAU vs MOD
-33.2%
+29.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.4% |
| 7D | -2.0% | +8.2% | -10.2% | -2.5% |
| 30D | -4.4% | -38.2% | +33.7% | -1.2% |
| 3M | -8.9% | -46.2% | +37.3% | -5.0% |
| 6M | -15.9% | -62.5% | +46.6% | -10.4% |
| YTD | -7.8% | -20.1% | +12.3% | -2.6% |
| 1Y | -3.8% | -29.7% | +25.9% | +1.6% |
| All | -3.8% | -33.2% | +29.4% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling