+131.5%
IAU vs NXT
+173.5%
-41.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -2.0% | -1.9% | -0.1% | -1.9% |
| 30D | -1.5% | -20.0% | +18.5% | -0.4% |
| 3M | +3.3% | -30.7% | +34.0% | +5.0% |
| 6M | -16.2% | -29.0% | +12.7% | -15.0% |
| YTD | +0.7% | -4.8% | +5.5% | +1.7% |
| 1Y | +19.2% | +22.8% | -3.6% | +20.1% |
| 3Y | +124.4% | +93.9% | +30.5% | +125.0% |
| All | +131.5% | +173.5% | -41.9% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling