+794.6%
IAU vs MOD
+263.6%
+531.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.8% |
| 7D | +4.7% | -25.5% | +30.3% | +4.8% |
| 30D | -0.9% | -49.0% | +48.1% | -0.7% |
| 3M | -4.4% | -49.8% | +45.4% | -4.2% |
| 6M | -13.5% | -64.8% | +51.3% | -13.4% |
| YTD | -5.9% | -27.6% | +21.7% | -5.6% |
| 1Y | +1.9% | -35.2% | +37.1% | +2.2% |
| 3Y | +104.1% | +137.1% | -33.1% | +106.4% |
| 5Y | +121.0% | +760.3% | -639.3% | +125.3% |
| 10Y | +204.1% | +938.8% | -734.8% | +211.9% |
| All | +794.6% | +263.6% | +531.0% | +858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling