+859.8%
IAU vs NSC
+1,451.6%
-591.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +0.7% | -1.5% | +2.3% | +0.8% |
| 30D | +0.3% | -1.9% | +2.3% | +0.4% |
| 3M | +0.7% | +6.2% | -5.5% | +0.5% |
| 6M | -15.5% | +9.2% | -24.7% | -15.7% |
| YTD | +1.0% | +15.0% | -14.1% | +0.5% |
| 1Y | +19.6% | +21.1% | -1.5% | +18.9% |
| 3Y | +125.4% | +78.6% | +46.8% | +121.2% |
| 5Y | +140.7% | +45.9% | +94.9% | +137.1% |
| 10Y | +218.1% | +326.9% | -108.7% | +201.5% |
| All | +859.8% | +1,451.6% | -591.7% | +744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling