+141.9%
IAU vs NIO
-90.3%
+232.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +0.2% | -4.1% | +4.3% | +0.3% |
| 30D | +0.2% | -23.2% | +23.5% | +0.9% |
| 3M | +3.3% | -29.9% | +33.2% | +4.2% |
| 6M | -14.6% | -25.1% | +10.5% | -14.0% |
| YTD | +1.9% | -27.5% | +29.3% | +2.5% |
| 1Y | +20.9% | -41.1% | +62.0% | +22.1% |
| 3Y | +127.5% | -63.1% | +190.6% | +129.1% |
| 5Y | +141.9% | -90.4% | +232.3% | +140.5% |
| All | +141.9% | -90.3% | +232.2% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling