+220.7%
IAU vs NTR
+98.7%
+122.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -1.6% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | -1.1% | +17.0% | -18.1% | -2.1% |
| 3M | +5.8% | +22.2% | -16.3% | +4.5% |
| 6M | -16.9% | +5.2% | -22.1% | -17.4% |
| YTD | +0.1% | +29.7% | -29.5% | -1.5% |
| 1Y | +18.4% | +39.4% | -21.0% | +16.0% |
| 3Y | +123.6% | +38.2% | +85.4% | +117.9% |
| 5Y | +138.7% | +47.6% | +91.1% | +134.0% |
| All | +220.7% | +98.7% | +122.0% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling