-59.4%
NKE vs IAU
+122.5%
-181.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.9% |
| 7D | -5.5% | -3.4% | -2.2% | -5.4% |
| 30D | -10.4% | -1.1% | -9.3% | -10.4% |
| 3M | -15.8% | +5.8% | -21.6% | -16.0% |
| 6M | -33.4% | -16.9% | -16.5% | -33.3% |
| YTD | -41.0% | +0.1% | -41.1% | -40.9% |
| 1Y | -49.1% | +18.4% | -67.5% | -49.0% |
| All | -59.4% | +122.5% | -181.9% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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