+157.7%
NEM vs IAG
+804.8%
-647.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +0.4% |
| 7D | +3.1% | +1.7% | +1.4% | +2.3% |
| 30D | +10.0% | +11.4% | -1.5% | +5.1% |
| 3M | +30.9% | +33.0% | -2.1% | +16.0% |
| 6M | +10.5% | -6.0% | +16.5% | +12.4% |
| YTD | +29.7% | +24.6% | +5.2% | +18.1% |
| 1Y | +71.1% | +105.0% | -33.9% | +29.9% |
| 3Y | +252.1% | +837.9% | -585.8% | +50.4% |
| 5Y | +157.7% | +817.0% | -659.2% | +2.6% |
| All | +157.7% | +804.8% | -647.1% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling