+319.4%
NEM vs IBB
+122.2%
+197.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +3.1% | -3.9% | +6.9% | +4.4% |
| 30D | +10.0% | +2.7% | +7.3% | +9.1% |
| 3M | +30.9% | +21.4% | +9.5% | +23.1% |
| 6M | +10.5% | +20.1% | -9.5% | +4.3% |
| YTD | +29.7% | +21.9% | +7.9% | +22.1% |
| 1Y | +71.1% | +44.1% | +27.0% | +53.4% |
| 3Y | +252.1% | +63.4% | +188.7% | +203.5% |
| 5Y | +157.7% | +19.8% | +138.0% | +137.5% |
| 10Y | +319.4% | +127.0% | +192.3% | +241.1% |
| All | +319.4% | +122.2% | +197.1% | +241.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling