+157.7%
NEM vs IAU
+141.6%
+16.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | 0.0% |
| 7D | +3.1% | +0.2% | +2.9% | +2.8% |
| 30D | +10.0% | +0.2% | +9.8% | +9.9% |
| 3M | +30.9% | +3.3% | +27.6% | +26.2% |
| 6M | +10.5% | -14.6% | +25.1% | +40.3% |
| YTD | +29.7% | +1.9% | +27.9% | +25.8% |
| 1Y | +71.1% | +20.9% | +50.2% | +29.6% |
| 3Y | +252.1% | +127.5% | +124.6% | +1.1% |
| 5Y | +157.7% | +141.9% | +15.8% | -33.7% |
| All | +157.7% | +141.6% | +16.1% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling