+138.7%
IAU vs MTB
+101.1%
+37.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -3.4% | -0.4% | -2.9% | -3.4% |
| 30D | -1.1% | -4.6% | +3.5% | -1.2% |
| 3M | +5.8% | +7.4% | -1.6% | +5.9% |
| 6M | -16.9% | +18.7% | -35.6% | -16.8% |
| YTD | +0.1% | +21.1% | -20.9% | +0.4% |
| 1Y | +18.4% | +24.1% | -5.7% | +18.7% |
| 3Y | +123.6% | +115.3% | +8.2% | +125.9% |
| 5Y | +138.7% | +106.0% | +32.7% | +150.0% |
| All | +138.7% | +101.1% | +37.7% | +150.0% |
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