+122.9%
MAR vs IAU
+105.5%
+17.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.8% |
| 7D | +2.9% | +2.8% | 0.0% | +2.7% |
| 30D | +17.0% | -4.0% | +21.0% | +17.2% |
| 3M | +23.2% | -8.2% | +31.4% | +23.5% |
| 6M | +21.7% | -14.8% | +36.5% | +21.6% |
| YTD | +38.9% | -6.7% | +45.6% | +39.2% |
| 1Y | +48.7% | -2.2% | +50.9% | +49.3% |
| 3Y | +122.9% | +106.7% | +16.2% | +93.4% |
| All | +122.9% | +105.5% | +17.4% | +93.4% |
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