+128.0%
IAU vs NVD
-99.2%
+227.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.6% |
| 7D | +0.7% | -7.7% | +8.4% | +0.6% |
| 30D | +0.3% | -5.8% | +6.1% | +0.3% |
| 3M | +0.7% | -23.2% | +23.9% | +0.4% |
| 6M | -15.5% | -49.7% | +34.2% | -16.1% |
| YTD | +1.0% | -47.7% | +48.7% | +0.2% |
| 1Y | +19.6% | -61.3% | +80.9% | +18.6% |
| 3Y | +125.4% | -99.2% | +224.6% | +128.9% |
| All | +128.0% | -99.2% | +227.2% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling