+7.4%
ON vs IAU
+110.6%
-103.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.8% | +7.3% | +8.5% |
| 7D | -1.4% | +4.9% | -6.3% | -3.1% |
| 30D | -10.9% | -1.4% | -9.5% | -10.4% |
| 3M | -14.9% | -4.8% | -10.1% | -13.4% |
| 6M | -33.0% | -12.5% | -20.6% | -30.7% |
| YTD | +27.6% | -4.2% | +31.8% | +30.3% |
| 1Y | +44.5% | +3.1% | +41.4% | +45.8% |
| 3Y | +7.4% | +110.0% | -102.6% | -8.6% |
| All | +7.4% | +110.6% | -103.2% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling