+64.6%
MAR vs IAU
+125.1%
-60.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -1.7% | +0.7% | -2.5% | -1.7% |
| 30D | -6.9% | +0.3% | -7.2% | -6.9% |
| 3M | -15.8% | +0.7% | -16.5% | -16.0% |
| 6M | +1.9% | -15.5% | +17.4% | +1.0% |
| YTD | +6.6% | +1.0% | +5.6% | +6.8% |
| 1Y | +23.7% | +19.6% | +4.1% | +24.3% |
| 3Y | +64.6% | +125.4% | -60.9% | +62.9% |
| All | +64.6% | +125.1% | -60.5% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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