+876.7%
IAU vs NOC
+1,630.8%
-754.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -0.5% | -5.2% | +4.7% | -0.3% |
| 30D | +4.4% | -7.2% | +11.6% | +4.7% |
| 3M | -1.1% | -5.1% | +4.1% | -0.9% |
| 6M | -13.7% | -31.1% | +17.4% | -12.5% |
| YTD | +2.7% | -8.6% | +11.3% | +3.2% |
| 1Y | +24.6% | -9.7% | +34.4% | +25.2% |
| 3Y | +126.8% | +24.3% | +102.6% | +125.7% |
| 5Y | +139.5% | +52.6% | +86.9% | +136.9% |
| 10Y | +226.3% | +183.6% | +42.7% | +218.8% |
| All | +876.7% | +1,630.8% | -754.1% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling