+124.4%
IAU vs NI
+68.9%
+55.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.0% | 0.0% | -2.1% | -2.0% |
| 30D | -1.5% | -1.4% | -0.1% | -1.4% |
| 3M | +3.3% | -10.6% | +13.8% | +4.9% |
| 6M | -16.2% | -9.3% | -6.9% | -15.2% |
| YTD | +0.7% | +1.1% | -0.5% | +0.2% |
| 1Y | +19.2% | +3.4% | +15.9% | +18.3% |
| 3Y | +124.4% | +67.9% | +56.5% | +104.2% |
| All | +124.4% | +68.9% | +55.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling