+51.1%
NEM vs IAU
+2.6%
+48.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.7% | +6.2% | +4.9% |
| 7D | +3.7% | -0.3% | +3.9% | +4.3% |
| 30D | +2.0% | -1.9% | +3.8% | +4.9% |
| 3M | +21.1% | -0.4% | +21.5% | +23.2% |
| 6M | +9.5% | -10.1% | +19.6% | +28.1% |
| YTD | +19.1% | -5.9% | +25.0% | +26.4% |
| 1Y | +51.1% | +2.9% | +48.2% | +32.4% |
| All | +51.1% | +2.6% | +48.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling