+703.5%
NTAP vs IAU
+776.1%
-72.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.1% |
| 7D | -2.4% | -2.0% | -0.5% | -2.3% |
| 30D | -23.4% | -4.4% | -19.0% | -23.2% |
| 3M | -7.5% | -8.9% | +1.4% | -7.1% |
| 6M | +56.4% | -15.9% | +72.3% | +57.7% |
| YTD | +73.6% | -7.8% | +81.4% | +74.2% |
| 1Y | +68.4% | -3.8% | +72.2% | +68.6% |
| 3Y | +150.6% | +104.3% | +46.2% | +140.6% |
| 5Y | +122.5% | +111.2% | +11.3% | +112.7% |
| 10Y | +589.7% | +216.4% | +373.3% | +549.9% |
| All | +703.5% | +776.1% | -72.6% | +550.9% |
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