+876.7%
IAU vs MOD
+642.3%
+234.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.8% |
| 7D | -0.5% | +9.6% | -10.1% | -0.5% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | -35.4% | +34.3% | -1.0% |
| 6M | -13.7% | -7.3% | -6.4% | -13.7% |
| YTD | +2.7% | +45.8% | -43.1% | +3.0% |
| 1Y | +24.6% | +43.1% | -18.5% | +24.9% |
| 3Y | +126.8% | +297.7% | -170.8% | +128.9% |
| 5Y | +139.5% | +1,478.8% | -1,339.3% | +143.7% |
| 10Y | +226.3% | +1,633.4% | -1,407.1% | +234.1% |
| All | +876.7% | +642.3% | +234.4% | +945.0% |
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