+24.6%
IAU vs NSC
+20.4%
+4.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | -5.5% | +5.0% | -0.2% |
| 30D | +4.4% | -3.2% | +7.6% | +4.6% |
| 3M | -1.1% | +7.7% | -8.7% | -1.5% |
| 6M | -13.7% | +4.5% | -18.2% | -14.4% |
| YTD | +2.7% | +15.6% | -12.8% | +1.6% |
| 1Y | +24.6% | +19.8% | +4.8% | +22.6% |
| All | +24.6% | +20.4% | +4.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling