+219.7%
IAU vs NOC
+192.5%
+27.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | -1.5% | -9.7% | +8.2% | -0.9% |
| 3M | +3.3% | -5.6% | +8.9% | +3.5% |
| 6M | -16.2% | -28.6% | +12.3% | -14.6% |
| YTD | +0.7% | -7.9% | +8.5% | +1.3% |
| 1Y | +19.2% | -9.5% | +28.8% | +20.1% |
| 3Y | +124.4% | +28.4% | +96.0% | +122.9% |
| 5Y | +140.0% | +59.0% | +81.1% | +136.6% |
| All | +219.7% | +192.5% | +27.2% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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