-13.5%
IAU vs MOD
-65.0%
+51.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.2% |
| 7D | +4.7% | -25.5% | +30.3% | +6.8% |
| 30D | -0.9% | -49.0% | +48.1% | +5.2% |
| 3M | -4.4% | -49.8% | +45.4% | +1.5% |
| 6M | -13.5% | -64.8% | +51.3% | -5.3% |
| All | -13.5% | -65.0% | +51.5% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling