+868.5%
IAU vs NI
+949.6%
-81.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +0.9% |
| 7D | +0.2% | +1.3% | -1.1% | +0.1% |
| 30D | +0.2% | -0.3% | +0.5% | +0.2% |
| 3M | +3.3% | -9.5% | +12.7% | +3.8% |
| 6M | -14.6% | -10.2% | -4.3% | -14.1% |
| YTD | +1.9% | +1.8% | +0.1% | +1.7% |
| 1Y | +20.9% | +5.7% | +15.2% | +20.4% |
| 3Y | +127.5% | +69.6% | +57.9% | +120.4% |
| 5Y | +141.9% | +95.8% | +46.1% | +132.6% |
| 10Y | +222.8% | +145.1% | +77.7% | +205.5% |
| All | +868.5% | +949.6% | -81.1% | +794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling