+591.8%
ON vs IAU
+221.5%
+370.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -1.9% | +0.2% | -2.0% | -1.9% |
| 30D | -11.0% | +0.2% | -11.2% | -11.1% |
| 3M | -39.3% | +3.3% | -42.6% | -39.8% |
| 6M | +19.8% | -14.6% | +34.4% | +23.3% |
| YTD | +31.1% | +1.9% | +29.2% | +30.6% |
| 1Y | +46.0% | +20.9% | +25.1% | +41.6% |
| 3Y | -27.5% | +127.5% | -155.0% | -38.0% |
| 5Y | +56.9% | +141.9% | -85.0% | +30.0% |
| 10Y | +591.8% | +222.8% | +369.1% | +534.4% |
| All | +591.8% | +221.5% | +370.3% | +534.4% |
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 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