+218.1%
IAU vs CNH
+152.9%
+65.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.8% | -1.6% |
| 7D | +0.7% | +8.8% | -8.1% | +0.5% |
| 30D | +0.3% | +24.7% | -24.3% | -0.3% |
| 3M | +0.7% | +27.3% | -26.6% | -0.1% |
| 6M | -15.5% | +23.2% | -38.6% | -16.1% |
| YTD | +1.0% | +48.9% | -48.0% | -0.1% |
| 1Y | +19.6% | +19.4% | +0.2% | +18.7% |
| 3Y | +125.4% | +7.8% | +117.7% | +123.2% |
| 5Y | +140.7% | +8.7% | +132.0% | +138.1% |
| 10Y | +218.1% | +149.5% | +68.6% | +219.9% |
| All | +218.1% | +152.9% | +65.2% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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