+219.4%
IAU vs NVT
+731.8%
-512.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.4% |
| 7D | -2.0% | +4.1% | -6.1% | -2.1% |
| 30D | -1.5% | -5.1% | +3.6% | -1.4% |
| 3M | +3.3% | -1.2% | +4.4% | +3.2% |
| 6M | -16.2% | +46.6% | -62.8% | -16.9% |
| YTD | +0.7% | +60.0% | -59.3% | -0.2% |
| 1Y | +19.2% | +70.8% | -51.6% | +18.1% |
| 3Y | +124.4% | +187.5% | -63.1% | +121.9% |
| 5Y | +140.0% | +426.1% | -286.1% | +136.8% |
| All | +219.4% | +731.8% | -512.3% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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