+2.9%
IAU vs CNI
+37.5%
-34.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.1% |
| 7D | -0.3% | +3.7% | -4.0% | -1.2% |
| 30D | -1.9% | +8.1% | -10.0% | -3.8% |
| 3M | -0.4% | +1.9% | -2.3% | -1.0% |
| 6M | -10.1% | +19.2% | -29.3% | -14.8% |
| YTD | -5.9% | +32.7% | -38.6% | -13.4% |
| 1Y | +2.9% | +37.0% | -34.1% | -5.5% |
| All | +2.9% | +37.5% | -34.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling