+143.6%
IBM vs NEM
+341.0%
-197.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +10.1% | +1.1% | +9.0% | +9.9% |
| 3M | +4.8% | +1.3% | +3.5% | +4.5% |
| 6M | +12.6% | -1.4% | +14.0% | +12.4% |
| YTD | -13.9% | +19.4% | -33.3% | -16.3% |
| 1Y | -18.7% | +32.9% | -51.7% | -21.9% |
| 3Y | +81.9% | +267.0% | -185.1% | +53.1% |
| 5Y | +148.3% | +131.0% | +17.3% | +117.2% |
| 10Y | +143.6% | +379.9% | -236.3% | +103.0% |
| All | +143.6% | +341.0% | -197.3% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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