+139.3%
IAU vs NVT
+419.5%
-280.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.3% |
| 7D | -2.0% | +4.1% | -6.1% | -2.2% |
| 30D | -1.5% | -5.1% | +3.6% | -1.3% |
| 3M | +3.3% | -1.2% | +4.4% | +3.2% |
| 6M | -16.2% | +46.6% | -62.8% | -17.5% |
| YTD | +0.7% | +60.0% | -59.3% | -0.9% |
| 1Y | +19.2% | +70.8% | -51.6% | +17.2% |
| 3Y | +124.4% | +187.5% | -63.1% | +120.7% |
| All | +139.3% | +419.5% | -280.2% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling