+259.6%
IAU vs NTRA
+1,711.9%
-1,452.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -1.1% | +4.3% | -5.4% | -1.2% |
| 3M | +5.8% | +50.6% | -44.8% | +4.9% |
| 6M | -16.9% | +63.9% | -80.9% | -17.9% |
| YTD | +0.1% | +42.4% | -42.2% | -0.8% |
| 1Y | +18.4% | +92.1% | -73.7% | +16.7% |
| 3Y | +123.6% | +501.7% | -378.2% | +115.9% |
| 5Y | +138.7% | +171.4% | -32.7% | +130.5% |
| 10Y | +217.2% | +3,161.4% | -2,944.2% | +210.1% |
| All | +259.6% | +1,711.9% | -1,452.3% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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