+139.3%
IAU vs MTCH
-73.3%
+212.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.5% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | -1.5% | +15.9% | -17.4% | -1.8% |
| 3M | +3.3% | +23.3% | -20.0% | +2.8% |
| 6M | -16.2% | +40.1% | -56.4% | -16.9% |
| YTD | +0.7% | +33.6% | -32.9% | 0.0% |
| 1Y | +19.2% | +14.1% | +5.2% | +18.8% |
| 3Y | +124.4% | +1.4% | +123.0% | +123.3% |
| All | +139.3% | -73.3% | +212.6% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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