+223.3%
IAU vs NVT
+712.1%
-488.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +0.2% | +7.0% | -6.8% | 0.0% |
| 30D | +0.2% | -2.3% | +2.6% | +0.3% |
| 3M | +3.3% | -3.1% | +6.4% | +3.3% |
| 6M | -14.6% | +47.0% | -61.6% | -15.2% |
| YTD | +1.9% | +56.2% | -54.3% | +1.1% |
| 1Y | +20.9% | +74.5% | -53.7% | +19.8% |
| 3Y | +127.5% | +184.0% | -56.5% | +125.1% |
| 5Y | +141.9% | +410.8% | -268.8% | +138.9% |
| All | +223.3% | +712.1% | -488.8% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling