+398.8%
IAU vs MSCI
+3,122.5%
-2,723.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +4.9% | +1.5% | +3.4% | +4.9% |
| 30D | -1.4% | +14.4% | -15.8% | -1.5% |
| 3M | -4.8% | +15.2% | -20.0% | -4.9% |
| 6M | -12.5% | +11.2% | -23.7% | -12.6% |
| YTD | -4.2% | +13.9% | -18.1% | -4.4% |
| 1Y | +3.1% | +12.5% | -9.4% | +2.9% |
| 3Y | +110.0% | +32.3% | +77.7% | +109.0% |
| 5Y | +123.1% | +4.9% | +118.2% | +121.9% |
| 10Y | +216.7% | +779.7% | -563.0% | +218.1% |
| All | +398.8% | +3,122.5% | -2,723.6% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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