+143.0%
IBM vs NEM
+137.1%
+6.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.4% |
| 7D | -2.2% | +11.6% | -13.8% | -2.9% |
| 30D | +7.7% | +1.8% | +5.9% | +7.5% |
| 3M | +3.5% | +2.5% | +1.0% | +3.2% |
| 6M | +7.2% | +3.4% | +3.8% | +6.9% |
| YTD | -15.8% | +20.9% | -36.7% | -17.5% |
| 1Y | -19.3% | +37.2% | -56.5% | -21.8% |
| 3Y | +78.0% | +271.6% | -193.7% | +55.1% |
| 5Y | +143.0% | +136.6% | +6.4% | +112.5% |
| All | +143.0% | +137.1% | +6.0% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling