+144.5%
IBM vs NEM
+299.2%
-154.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.3% |
| 7D | +3.6% | +3.1% | +0.5% | +3.3% |
| 30D | +1.5% | +10.0% | -8.5% | +0.7% |
| 3M | -12.9% | +30.9% | -43.8% | -15.0% |
| 6M | -3.9% | +10.5% | -14.4% | -5.1% |
| YTD | -17.3% | +29.7% | -47.1% | -20.0% |
| 1Y | -5.0% | +71.1% | -76.1% | -11.0% |
| 3Y | +78.2% | +252.1% | -173.9% | +52.6% |
| 5Y | +120.6% | +157.7% | -37.1% | +92.6% |
| 10Y | +144.5% | +319.4% | -174.9% | +109.0% |
| All | +144.5% | +299.2% | -154.8% | +109.0% |
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