+27.6%
NOK vs IAU
+875.8%
-848.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -1.8% | -0.5% | -1.2% | -1.7% |
| 30D | +4.7% | +4.4% | +0.3% | +3.7% |
| 3M | -39.7% | -1.1% | -38.6% | -39.5% |
| 6M | +23.1% | -13.7% | +36.8% | +26.4% |
| YTD | +55.0% | +2.7% | +52.3% | +53.0% |
| 1Y | +118.0% | +24.6% | +93.4% | +106.7% |
| 3Y | +170.5% | +126.8% | +43.6% | +125.1% |
| 5Y | +84.9% | +139.5% | -54.6% | +51.4% |
| 10Y | +112.0% | +226.3% | -114.3% | +63.4% |
| All | +27.6% | +875.8% | -848.2% | -22.7% |
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