+876.7%
IAU vs MTB
+346.9%
+529.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.7% | -2.2% | -0.5% |
| 30D | +4.4% | -4.2% | +8.6% | +4.3% |
| 3M | -1.1% | +8.9% | -9.9% | -0.8% |
| 6M | -13.7% | +10.9% | -24.6% | -13.4% |
| YTD | +2.7% | +21.5% | -18.7% | +3.4% |
| 1Y | +24.6% | +21.9% | +2.7% | +25.5% |
| 3Y | +126.8% | +109.2% | +17.6% | +133.3% |
| 5Y | +139.5% | +102.0% | +37.5% | +147.4% |
| 10Y | +226.3% | +171.9% | +54.3% | +244.0% |
| All | +876.7% | +346.9% | +529.8% | +992.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling