+302.3%
NEM vs IAU
+220.2%
+82.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | -0.3% |
| 7D | -1.0% | -2.0% | +1.0% | +2.0% |
| 30D | +7.8% | -1.5% | +9.4% | +10.6% |
| 3M | +30.2% | +3.3% | +27.0% | +25.2% |
| 6M | +9.6% | -16.2% | +25.8% | +44.6% |
| YTD | +27.8% | +0.7% | +27.2% | +26.2% |
| 1Y | +60.7% | +19.2% | +41.5% | +23.4% |
| 3Y | +245.3% | +124.4% | +120.9% | -0.6% |
| 5Y | +155.3% | +140.0% | +15.3% | -33.0% |
| All | +302.3% | +220.2% | +82.1% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling