+193.5%
NRG vs IAU
+139.7%
+53.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.7% | -2.0% | -2.7% | -4.1% |
| 30D | -6.0% | -1.5% | -4.4% | -5.6% |
| 3M | -8.0% | +3.3% | -11.2% | -8.9% |
| 6M | -23.2% | -16.2% | -6.9% | -20.2% |
| YTD | -28.1% | +0.7% | -28.7% | -28.2% |
| 1Y | -27.3% | +19.2% | -46.5% | -30.0% |
| 3Y | +208.7% | +124.4% | +84.2% | +154.4% |
| All | +193.5% | +139.7% | +53.8% | +129.4% |
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