+193.8%
IAU vs CNH
+40.2%
+153.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.7% | -2.5% |
| 7D | +2.8% | +4.5% | -1.7% | +2.7% |
| 30D | -4.0% | +7.6% | -11.6% | -4.1% |
| 3M | -8.2% | +17.0% | -25.2% | -8.5% |
| 6M | -14.8% | +12.9% | -27.7% | -15.0% |
| YTD | -6.7% | +34.3% | -40.9% | -7.1% |
| 1Y | -2.2% | +28.5% | -30.8% | -2.7% |
| 3Y | +106.7% | +31.9% | +74.9% | +105.5% |
| 5Y | +114.8% | -9.6% | +124.4% | +113.4% |
| 10Y | +213.0% | +106.3% | +106.7% | +218.4% |
| All | +193.8% | +40.2% | +153.6% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling