+301.4%
NEM vs IAU
+752.8%
-451.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -6.4% | -4.6% | -1.8% | +0.2% |
| 30D | +1.4% | -5.4% | +6.9% | +10.3% |
| 3M | -0.7% | -10.9% | +10.2% | +17.8% |
| 6M | -4.5% | -17.4% | +12.9% | +27.6% |
| YTD | +14.0% | -10.2% | +24.3% | +34.7% |
| 1Y | +27.3% | -7.1% | +34.3% | +43.3% |
| 3Y | +250.5% | +97.7% | +152.8% | +37.7% |
| 5Y | +121.1% | +105.3% | +15.8% | -16.1% |
| 10Y | +358.3% | +208.0% | +150.3% | +2.1% |
| All | +301.4% | +752.8% | -451.4% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling