+58.5%
ON vs IAU
+139.7%
-81.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.9% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -12.4% | +0.3% | -12.8% | -12.6% |
| 3M | -41.2% | +0.7% | -41.9% | -41.4% |
| 6M | +25.0% | -15.5% | +40.5% | +29.6% |
| YTD | +31.3% | +1.0% | +30.3% | +31.0% |
| 1Y | +45.4% | +19.6% | +25.9% | +40.7% |
| 3Y | -27.4% | +125.4% | -152.9% | -41.3% |
| 5Y | +58.5% | +140.7% | -82.3% | +15.1% |
| All | +58.5% | +139.7% | -81.2% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling