+1,949.0%
ON vs IAU
+875.8%
+1,073.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +2.4% | -0.5% | +3.0% | +2.5% |
| 30D | -3.3% | +4.4% | -7.7% | -3.9% |
| 3M | -43.6% | -1.1% | -42.5% | -43.5% |
| 6M | +19.0% | -13.7% | +32.7% | +21.0% |
| YTD | +37.4% | +2.7% | +34.6% | +36.9% |
| 1Y | +54.8% | +24.6% | +30.1% | +51.2% |
| 3Y | -25.2% | +126.8% | -152.0% | -31.7% |
| 5Y | +62.7% | +139.5% | -76.8% | +47.0% |
| 10Y | +574.3% | +226.3% | +348.1% | +496.0% |
| All | +1,949.0% | +875.8% | +1,073.3% | +1,479.1% |
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 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