+124.4%
IAU vs NTNX
+82.3%
+42.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -2.0% |
| 30D | -1.5% | +2.0% | -3.5% | -1.5% |
| 3M | +3.3% | +34.0% | -30.7% | +3.7% |
| 6M | -16.2% | +72.4% | -88.6% | -15.5% |
| YTD | +0.7% | +27.5% | -26.9% | +1.7% |
| 1Y | +19.2% | -18.7% | +38.0% | +20.9% |
| 3Y | +124.4% | +80.8% | +43.7% | +128.7% |
| All | +124.4% | +82.3% | +42.1% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 3y: compounded portfolio wealth divided by compounded NTNX 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…
3y analysis · Full analysis span regression · 6 months rolling