+302.3%
NEM vs IAG
+427.6%
-125.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | +7.8% | +12.1% | -4.3% | +3.0% |
| 3M | +30.2% | +25.5% | +4.7% | +18.6% |
| 6M | +9.6% | -7.1% | +16.7% | +12.2% |
| YTD | +27.8% | +22.9% | +5.0% | +17.2% |
| 1Y | +60.7% | +83.3% | -22.6% | +26.7% |
| 3Y | +245.3% | +808.5% | -563.2% | +40.8% |
| 5Y | +155.3% | +838.0% | -682.6% | -6.8% |
| All | +302.3% | +427.6% | -125.3% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling