+835.7%
NRG vs IAU
+858.9%
-23.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +9.3% | +0.7% | +8.5% | +9.1% |
| 30D | +1.3% | +0.3% | +0.9% | +1.2% |
| 3M | -6.0% | +0.7% | -6.7% | -6.1% |
| 6M | -22.0% | -15.5% | -6.5% | -19.8% |
| YTD | -24.1% | +1.0% | -25.1% | -24.3% |
| 1Y | -18.0% | +19.6% | -37.6% | -20.5% |
| 3Y | +220.0% | +125.4% | +94.6% | +180.1% |
| 5Y | +201.1% | +140.7% | +60.4% | +159.9% |
| 10Y | +1,085.1% | +218.1% | +867.0% | +872.3% |
| All | +835.7% | +858.9% | -23.3% | +502.8% |
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