+127.4%
IAU vs NVD
-99.1%
+226.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -2.0% | +10.8% | -12.8% | -1.8% |
| 30D | -1.5% | +0.8% | -2.3% | -1.4% |
| 3M | +3.3% | -20.8% | +24.1% | +3.0% |
| 6M | -16.2% | -41.2% | +24.9% | -16.7% |
| YTD | +0.7% | -44.2% | +44.9% | +0.1% |
| 1Y | +19.2% | -54.2% | +73.4% | +18.5% |
| 3Y | +124.4% | -99.1% | +223.6% | +128.0% |
| All | +127.4% | -99.1% | +226.5% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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