+288.5%
IAU vs MXL
+298.4%
-9.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | +0.8% |
| 7D | +0.2% | +19.0% | -18.8% | -0.1% |
| 30D | +0.2% | +4.5% | -4.3% | +0.1% |
| 3M | +3.3% | -1.5% | +4.8% | +3.0% |
| 6M | -14.6% | +348.6% | -363.2% | -16.9% |
| YTD | +1.9% | +310.3% | -308.4% | -0.8% |
| 1Y | +20.9% | +344.7% | -323.8% | +17.5% |
| 3Y | +127.5% | +211.2% | -83.7% | +120.6% |
| 5Y | +141.9% | +34.8% | +107.1% | +135.5% |
| 10Y | +222.8% | +286.5% | -63.8% | +212.5% |
| All | +288.5% | +298.4% | -9.9% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling