+212.1%
IAU vs NWSA
+123.2%
+88.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.7% |
| 7D | +0.7% | -2.6% | +3.4% | +0.7% |
| 30D | +0.3% | +4.6% | -4.2% | +0.3% |
| 3M | +0.7% | +10.2% | -9.5% | +0.7% |
| 6M | -15.5% | +21.6% | -37.1% | -15.5% |
| YTD | +1.0% | +14.6% | -13.7% | +1.0% |
| 1Y | +19.6% | +0.4% | +19.2% | +19.6% |
| 3Y | +125.4% | +45.0% | +80.5% | +125.5% |
| 5Y | +140.7% | +41.3% | +99.5% | +140.3% |
| 10Y | +218.1% | +142.8% | +75.3% | +224.6% |
| All | +212.1% | +123.2% | +88.9% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling