-74.7%
NKE vs IAU
+139.7%
-214.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | -2.0% | -2.2% | -4.0% |
| 30D | -8.2% | -1.5% | -6.7% | -8.1% |
| 3M | -19.1% | +3.3% | -22.3% | -19.3% |
| 6M | -32.6% | -16.2% | -16.4% | -31.9% |
| YTD | -40.7% | +0.7% | -41.4% | -40.9% |
| 1Y | -48.9% | +19.2% | -68.1% | -49.9% |
| 3Y | -59.2% | +124.4% | -183.7% | -64.4% |
| All | -74.7% | +139.7% | -214.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling