+130.3%
IAU vs NXT
+168.4%
-38.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -3.4% | -2.6% | -0.8% | -3.2% |
| 30D | -1.1% | -22.4% | +21.3% | +0.1% |
| 3M | +5.8% | -27.3% | +33.2% | +7.4% |
| 6M | -16.9% | -28.5% | +11.5% | -15.7% |
| YTD | +0.1% | -6.6% | +6.7% | +1.3% |
| 1Y | +18.4% | +20.4% | -2.0% | +19.4% |
| 3Y | +123.6% | +90.9% | +32.7% | +124.4% |
| All | +130.3% | +168.4% | -38.1% | +138.6% |
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 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