+123.2%
IAU vs NVT
+178.0%
-54.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | -3.4% | +2.0% | -5.4% | -3.5% |
| 30D | -1.1% | -7.2% | +6.1% | -0.7% |
| 3M | +5.8% | -0.9% | +6.7% | +5.7% |
| 6M | -16.9% | +42.6% | -59.5% | -18.5% |
| YTD | +0.1% | +52.9% | -52.8% | -1.8% |
| 1Y | +18.4% | +64.5% | -46.1% | +15.9% |
| All | +123.2% | +178.0% | -54.8% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling