+124.4%
IAU vs NTR
+36.8%
+87.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | -1.5% | +16.8% | -18.3% | -3.8% |
| 3M | +3.3% | +20.7% | -17.5% | +0.2% |
| 6M | -16.2% | +0.5% | -16.8% | -16.6% |
| YTD | +0.7% | +29.2% | -28.5% | -3.5% |
| 1Y | +19.2% | +39.6% | -20.4% | +12.9% |
| 3Y | +124.4% | +37.9% | +86.5% | +109.4% |
| All | +124.4% | +36.8% | +87.7% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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