+250.5%
NEM vs IAG
+817.0%
-566.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +0.2% |
| 7D | +3.1% | +1.7% | +1.4% | +2.2% |
| 30D | +10.0% | +11.4% | -1.5% | +4.3% |
| 3M | +30.9% | +33.0% | -2.1% | +13.6% |
| 6M | +10.5% | -6.0% | +16.5% | +12.2% |
| YTD | +29.7% | +24.6% | +5.2% | +16.1% |
| 1Y | +71.1% | +105.0% | -33.9% | +25.4% |
| All | +250.5% | +817.0% | -566.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling