+139.3%
IAU vs CNI
+12.6%
+126.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -1.5% | -2.7% | +1.2% | -1.2% |
| 3M | +3.3% | +3.9% | -0.7% | +2.7% |
| 6M | -16.2% | +16.4% | -32.6% | -18.0% |
| YTD | +0.7% | +25.8% | -25.1% | -2.3% |
| 1Y | +19.2% | +32.4% | -13.2% | +15.0% |
| 3Y | +124.4% | +19.1% | +105.3% | +118.4% |
| All | +139.3% | +12.6% | +126.7% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling