+589.7%
NTAP vs IAU
+221.5%
+368.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -7.0% | +0.2% | -7.3% | -7.1% |
| 3M | +12.3% | +3.3% | +9.0% | +12.0% |
| 6M | +85.1% | -14.6% | +99.7% | +86.2% |
| YTD | +74.8% | +1.9% | +72.9% | +74.7% |
| 1Y | +52.7% | +20.9% | +31.8% | +51.3% |
| 3Y | +147.7% | +127.5% | +20.2% | +137.1% |
| 5Y | +124.8% | +141.9% | -17.1% | +113.3% |
| 10Y | +589.7% | +222.8% | +367.0% | +622.0% |
| All | +589.7% | +221.5% | +368.2% | +622.0% |
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