+219.7%
IAU vs MXL
+313.4%
-93.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.4% |
| 7D | -2.0% | +18.9% | -20.9% | -2.4% |
| 30D | -1.5% | +0.3% | -1.9% | -1.6% |
| 3M | +3.3% | -8.0% | +11.3% | +2.9% |
| 6M | -16.2% | +341.2% | -357.5% | -20.1% |
| YTD | +0.7% | +327.8% | -327.2% | -3.9% |
| 1Y | +19.2% | +364.9% | -345.7% | +13.5% |
| 3Y | +124.4% | +229.2% | -104.8% | +112.7% |
| 5Y | +140.0% | +42.8% | +97.3% | +129.6% |
| All | +219.7% | +313.4% | -93.7% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling