+144.3%
IAU vs CNH
+11.5%
+132.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -1.1% |
| 7D | -0.5% | +23.3% | -23.8% | -1.9% |
| 30D | +4.4% | +33.5% | -29.0% | +2.4% |
| 3M | -1.1% | +32.7% | -33.8% | -3.1% |
| 6M | -13.7% | +22.2% | -35.9% | -15.3% |
| YTD | +2.7% | +57.7% | -55.0% | -0.4% |
| 1Y | +24.6% | +28.0% | -3.4% | +21.9% |
| 3Y | +126.8% | +11.5% | +115.3% | +121.4% |
| All | +144.3% | +11.5% | +132.9% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling