+504.8%
NEM vs IAG
+377.5%
+127.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +23.1% | +28.9% | -5.8% | +9.6% |
| 3M | +18.5% | +19.1% | -0.7% | +9.3% |
| 6M | +7.8% | -10.3% | +18.0% | +12.4% |
| YTD | +29.1% | +24.2% | +4.9% | +16.0% |
| 1Y | +72.7% | +116.5% | -43.8% | +21.0% |
| 3Y | +248.7% | +742.8% | -494.1% | +22.1% |
| 5Y | +148.7% | +753.3% | -604.7% | -24.3% |
| 10Y | +304.8% | +403.2% | -98.4% | +22.1% |
| All | +504.8% | +377.5% | +127.3% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling