+202.9%
IAU vs MTUM
+604.3%
-401.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -1.5% | -2.4% | +0.9% | -1.4% |
| 3M | +3.3% | -3.6% | +6.9% | +3.4% |
| 6M | -16.2% | +23.7% | -39.9% | -17.4% |
| YTD | +0.7% | +22.9% | -22.2% | -0.7% |
| 1Y | +19.2% | +21.8% | -2.5% | +17.7% |
| 3Y | +124.4% | +114.4% | +10.0% | +116.8% |
| 5Y | +140.0% | +79.6% | +60.5% | +132.5% |
| 10Y | +218.9% | +356.2% | -137.3% | +228.3% |
| All | +202.9% | +604.3% | -401.5% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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