+141.9%
IAU vs MUB
+1.5%
+140.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | +0.2% | -0.7% | +0.9% | +1.0% |
| 30D | +0.2% | -2.0% | +2.2% | +2.5% |
| 3M | +3.3% | -2.5% | +5.8% | +6.4% |
| 6M | -14.6% | -2.3% | -12.2% | -12.1% |
| YTD | +1.9% | -1.3% | +3.2% | +3.6% |
| 1Y | +20.9% | +1.1% | +19.8% | +19.9% |
| 3Y | +127.5% | +8.2% | +119.3% | +109.0% |
| 5Y | +141.9% | +1.5% | +140.5% | +148.0% |
| All | +141.9% | +1.5% | +140.4% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling