+139.3%
IAU vs NTR
+45.7%
+93.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -1.5% | +16.8% | -18.3% | -3.1% |
| 3M | +3.3% | +20.7% | -17.5% | +1.2% |
| 6M | -16.2% | +0.5% | -16.8% | -16.5% |
| YTD | +0.7% | +29.2% | -28.5% | -2.1% |
| 1Y | +19.2% | +39.6% | -20.4% | +15.1% |
| 3Y | +124.4% | +37.9% | +86.5% | +114.9% |
| All | +139.3% | +45.7% | +93.6% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling