+214.8%
IAU vs NIO
-49.2%
+264.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -2.7% |
| 7D | -5.5% | -4.7% | -0.8% | -5.4% |
| 30D | -7.0% | -14.3% | +7.3% | -6.8% |
| 3M | -12.3% | -32.8% | +20.5% | -11.8% |
| 6M | -17.9% | -49.8% | +31.9% | -17.3% |
| YTD | -10.3% | -40.2% | +29.9% | -9.8% |
| 1Y | -7.9% | -52.7% | +44.8% | -7.2% |
| 3Y | +98.7% | -57.9% | +156.5% | +99.5% |
| 5Y | +105.0% | -92.9% | +197.9% | +106.6% |
| All | +214.8% | -49.2% | +264.0% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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