+138.7%
IAU vs NOC
+57.3%
+81.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | -1.1% | -9.4% | +8.3% | -0.1% |
| 3M | +5.8% | -3.8% | +9.7% | +6.1% |
| 6M | -16.9% | -28.8% | +11.8% | -14.2% |
| YTD | +0.1% | -7.9% | +8.0% | +1.3% |
| 1Y | +18.4% | -9.0% | +27.4% | +19.8% |
| 3Y | +123.6% | +29.1% | +94.5% | +121.5% |
| 5Y | +138.7% | +58.9% | +79.8% | +134.4% |
| All | +138.7% | +57.3% | +81.5% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling