+219.7%
IAU vs NLY
+81.8%
+137.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.0% | -4.0% | +2.0% | -1.7% |
| 30D | -1.5% | -5.2% | +3.7% | -1.1% |
| 3M | +3.3% | +2.8% | +0.4% | +3.1% |
| 6M | -16.2% | +4.2% | -20.4% | -16.5% |
| YTD | +0.7% | +4.7% | -4.0% | +0.4% |
| 1Y | +19.2% | +12.7% | +6.5% | +18.4% |
| 3Y | +124.4% | +62.5% | +61.9% | +118.2% |
| 5Y | +140.0% | +26.3% | +113.7% | +134.4% |
| All | +219.7% | +81.8% | +137.8% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling