+51.1%
NEM vs IBB
+42.2%
+8.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +7.8% |
| 7D | +3.7% | +2.2% | +1.5% | +1.9% |
| 30D | +2.0% | +6.3% | -4.4% | -2.9% |
| 3M | +21.1% | +16.3% | +4.8% | +6.6% |
| 6M | +9.5% | +30.0% | -20.5% | -12.7% |
| YTD | +19.1% | +31.1% | -12.1% | -5.3% |
| 1Y | +51.1% | +42.0% | +9.1% | +11.8% |
| All | +51.1% | +42.2% | +8.9% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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