+570.8%
NTAP vs IAU
+208.6%
+362.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -7.8% | +2.8% | -10.6% | -7.9% |
| 30D | -25.8% | -4.0% | -21.8% | -25.6% |
| 3M | -11.2% | -8.2% | -3.0% | -10.8% |
| 6M | +49.9% | -14.8% | +64.7% | +51.1% |
| YTD | +66.9% | -6.7% | +73.6% | +67.7% |
| 1Y | +58.8% | -2.2% | +61.1% | +59.2% |
| 3Y | +140.8% | +106.7% | +34.1% | +131.0% |
| 5Y | +115.0% | +114.8% | +0.2% | +103.9% |
| 10Y | +570.8% | +213.0% | +357.8% | +611.2% |
| All | +570.8% | +208.6% | +362.2% | +611.2% |
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