+868.5%
IAU vs NVMI
+10,372.0%
-9,503.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +0.2% | +6.9% | -6.8% | +0.1% |
| 30D | +0.2% | -2.8% | +3.1% | +0.2% |
| 3M | +3.3% | -27.3% | +30.6% | +3.5% |
| 6M | -14.6% | -13.7% | -0.9% | -14.5% |
| YTD | +1.9% | +13.8% | -12.0% | +1.9% |
| 1Y | +20.9% | +34.9% | -14.0% | +20.9% |
| 3Y | +127.5% | +213.5% | -86.0% | +127.7% |
| 5Y | +141.9% | +272.5% | -130.5% | +142.3% |
| 10Y | +222.8% | +3,142.4% | -2,919.7% | +229.0% |
| All | +868.5% | +10,372.0% | -9,503.5% | +919.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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