+138.6%
NOK vs IAU
+220.2%
-81.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -2.0% | +13.0% | +11.5% |
| 30D | +7.8% | -1.5% | +9.4% | +8.2% |
| 3M | -21.0% | +3.3% | -24.3% | -21.7% |
| 6M | +40.9% | -16.2% | +57.1% | +45.8% |
| YTD | +72.0% | +0.7% | +71.4% | +69.5% |
| 1Y | +140.9% | +19.2% | +121.7% | +127.2% |
| 3Y | +194.3% | +124.4% | +69.8% | +131.6% |
| 5Y | +112.5% | +140.0% | -27.5% | +61.6% |
| All | +138.6% | +220.2% | -81.6% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling