+97.7%
IAU vs MUB
+9.9%
+87.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -4.6% | -1.3% | -3.3% | -3.2% |
| 30D | -5.4% | +2.2% | -7.6% | -7.6% |
| 3M | -10.9% | -1.6% | -9.3% | -9.2% |
| 6M | -17.4% | -1.3% | -16.1% | -16.0% |
| YTD | -10.2% | -0.7% | -9.6% | -9.2% |
| 1Y | -7.1% | -0.2% | -6.9% | -6.4% |
| 3Y | +97.7% | +9.6% | +88.1% | +74.5% |
| All | +97.7% | +9.9% | +87.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling