-42.8%
NVTS vs IAU
+111.4%
-154.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +8.2% |
| 7D | +7.9% | -2.0% | +9.9% | +9.4% |
| 30D | +0.8% | -4.4% | +5.2% | +4.6% |
| 3M | -26.0% | -8.9% | -17.1% | -20.3% |
| 6M | -55.5% | -15.9% | -39.6% | -49.4% |
| YTD | +41.0% | -7.8% | +48.8% | +55.0% |
| 1Y | +10.4% | -3.8% | +14.2% | +18.8% |
| 3Y | +60.9% | +104.3% | -43.5% | +32.1% |
| 5Y | -42.8% | +111.2% | -154.0% | -59.8% |
| All | -42.8% | +111.4% | -154.2% | -59.8% |
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