+105.6%
IAU vs MTB
+61.4%
+44.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -4.6% | +1.5% | -6.1% | -4.6% |
| 30D | -5.4% | +2.3% | -7.8% | -5.4% |
| 3M | -10.9% | -12.1% | +1.2% | -11.0% |
| 6M | -17.4% | +9.8% | -27.2% | -17.3% |
| YTD | -10.2% | +12.0% | -22.2% | -10.1% |
| 1Y | -7.1% | +22.0% | -29.1% | -6.8% |
| 3Y | +97.7% | +107.6% | -9.9% | +99.2% |
| All | +105.6% | +61.4% | +44.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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