+105.6%
IAU vs MOD
+1,086.9%
-981.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.7% | -0.5% |
| 7D | -4.6% | +40.4% | -45.0% | -5.4% |
| 30D | -5.4% | -14.0% | +8.6% | -5.2% |
| 3M | -10.9% | -33.3% | +22.5% | -10.2% |
| 6M | -17.4% | -51.4% | +34.1% | -16.3% |
| YTD | -10.2% | +1.6% | -11.8% | -9.6% |
| 1Y | -7.1% | +5.4% | -12.4% | -6.4% |
| 3Y | +97.7% | +191.0% | -93.3% | +99.6% |
| All | +105.6% | +1,086.9% | -981.3% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling