+857.0%
IAU vs NTRS
+625.1%
+231.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.6% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | -1.5% | -0.7% | -0.9% | -1.5% |
| 3M | +3.3% | +11.3% | -8.1% | +3.5% |
| 6M | -16.2% | +35.5% | -51.8% | -15.7% |
| YTD | +0.7% | +40.6% | -39.9% | +1.4% |
| 1Y | +19.2% | +49.2% | -30.0% | +20.2% |
| 3Y | +124.4% | +167.2% | -42.8% | +129.6% |
| 5Y | +140.0% | +94.9% | +45.1% | +144.1% |
| 10Y | +218.9% | +259.5% | -40.5% | +231.9% |
| All | +857.0% | +625.1% | +231.9% | +859.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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