+876.7%
IAU vs NDAQ
+4,199.7%
-3,323.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | +2.5% | +2.0% | +4.4% |
| 3M | -1.1% | +9.9% | -11.0% | -1.2% |
| 6M | -13.7% | +9.4% | -23.2% | -13.9% |
| YTD | +2.7% | +0.4% | +2.3% | +2.7% |
| 1Y | +24.6% | +4.0% | +20.6% | +24.4% |
| 3Y | +126.8% | +94.4% | +32.5% | +123.8% |
| 5Y | +139.5% | +56.7% | +82.8% | +136.9% |
| 10Y | +226.3% | +375.3% | -149.0% | +217.5% |
| All | +876.7% | +4,199.7% | -3,323.0% | +814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling