+857.0%
IAU vs NBIX
+237.5%
+619.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | -1.5% | -0.2% | -1.4% | -1.5% |
| 3M | +3.3% | -4.0% | +7.2% | +3.3% |
| 6M | -16.2% | +20.6% | -36.8% | -16.3% |
| YTD | +0.7% | +10.1% | -9.5% | +0.6% |
| 1Y | +19.2% | +8.8% | +10.4% | +19.1% |
| 3Y | +124.4% | +42.5% | +81.9% | +123.8% |
| 5Y | +140.0% | +61.5% | +78.6% | +139.2% |
| 10Y | +218.9% | +217.6% | +1.3% | +216.2% |
| All | +857.0% | +237.5% | +619.5% | +777.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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