+254.5%
IAU vs NIO
-36.8%
+291.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | +0.7% | -6.7% | +7.4% | +0.8% |
| 30D | +0.3% | -20.0% | +20.4% | +0.6% |
| 3M | +0.7% | -30.5% | +31.2% | +1.1% |
| 6M | -15.5% | -20.7% | +5.2% | -15.3% |
| YTD | +1.0% | -25.7% | +26.6% | +1.3% |
| 1Y | +19.6% | -38.6% | +58.1% | +20.1% |
| 3Y | +125.4% | -62.3% | +187.7% | +126.2% |
| 5Y | +140.7% | -90.1% | +230.8% | +141.9% |
| All | +254.5% | -36.8% | +291.3% | +259.3% |
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