+106.3%
IAU vs NXT
+208.8%
-102.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.2% | -2.4% |
| 7D | -5.5% | -6.0% | +0.5% | -5.1% |
| 30D | -7.0% | +5.4% | -12.4% | -7.4% |
| 3M | -12.3% | -9.7% | -2.6% | -12.0% |
| 6M | -17.9% | -25.3% | +7.4% | -17.2% |
| YTD | -10.3% | +7.5% | -17.8% | -10.1% |
| 1Y | -7.9% | -3.0% | -4.9% | -7.6% |
| 3Y | +98.7% | +171.4% | -72.7% | +98.4% |
| All | +106.3% | +208.8% | -102.5% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling