-1.4%
NEM vs IAU
-15.8%
+14.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | +0.7% |
| 7D | +0.3% | -2.0% | +2.3% | +3.7% |
| 30D | +1.1% | -4.4% | +5.6% | +9.2% |
| 3M | +1.3% | -8.9% | +10.2% | +18.4% |
| 6M | -1.4% | -15.9% | +14.5% | +38.4% |
| All | -1.4% | -15.8% | +14.5% | +38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling