+51.1%
NEM vs IAG
+56.5%
-5.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.2% | -0.3% | +3.3% |
| 7D | +3.7% | +1.1% | +2.6% | +2.8% |
| 30D | +2.0% | -5.3% | +7.2% | +5.2% |
| 3M | +21.1% | +18.0% | +3.1% | +8.1% |
| 6M | +9.5% | +7.1% | +2.4% | +3.1% |
| YTD | +19.1% | +5.9% | +13.1% | +13.4% |
| 1Y | +51.1% | +59.4% | -8.3% | +11.8% |
| All | +51.1% | +56.5% | -5.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling