+139.3%
IAU vs NWSA
+40.0%
+99.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.0% | -2.8% | +0.8% | -1.9% |
| 30D | -1.5% | +3.0% | -4.6% | -1.6% |
| 3M | +3.3% | +12.3% | -9.1% | +2.9% |
| 6M | -16.2% | +21.9% | -38.1% | -16.7% |
| YTD | +0.7% | +13.6% | -12.9% | +0.2% |
| 1Y | +19.2% | +0.5% | +18.7% | +19.2% |
| 3Y | +124.4% | +43.8% | +80.7% | +120.5% |
| All | +139.3% | +40.0% | +99.3% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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