+105.6%
IAU vs NDAQ
+66.7%
+38.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.6% | +1.3% | -5.8% | -4.6% |
| 30D | -5.4% | +18.0% | -23.4% | -6.0% |
| 3M | -10.9% | +11.5% | -22.4% | -11.3% |
| 6M | -17.4% | +21.1% | -38.4% | -18.0% |
| YTD | -10.2% | +12.8% | -23.0% | -10.8% |
| 1Y | -7.1% | +25.7% | -32.8% | -8.1% |
| 3Y | +97.7% | +116.8% | -19.1% | +89.9% |
| All | +105.6% | +66.7% | +38.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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