+373.3%
NKE vs IAU
+858.9%
-485.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.1% | +0.7% | -0.8% | 0.0% |
| 30D | -7.7% | +0.3% | -8.0% | -7.6% |
| 3M | -10.9% | +0.7% | -11.6% | -10.9% |
| 6M | -31.9% | -15.5% | -16.4% | -32.3% |
| YTD | -38.6% | +1.0% | -39.6% | -38.5% |
| 1Y | -46.9% | +19.6% | -66.5% | -46.4% |
| 3Y | -58.2% | +125.4% | -183.6% | -56.7% |
| 5Y | -74.0% | +140.7% | -214.8% | -73.0% |
| 10Y | -21.6% | +218.1% | -239.7% | -16.5% |
| All | +373.3% | +858.9% | -485.7% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling