+238.2%
NEM vs IBB
+78.6%
+159.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | 0.0% |
| 7D | +13.4% | -1.8% | +15.2% | +14.4% |
| 30D | +6.5% | +5.1% | +1.4% | +3.3% |
| 3M | +14.9% | +10.7% | +4.2% | +8.3% |
| 6M | +5.5% | +22.9% | -17.4% | -6.1% |
| YTD | +21.9% | +26.7% | -4.8% | +7.0% |
| 1Y | +47.9% | +35.1% | +12.8% | +26.2% |
| 3Y | +238.2% | +80.2% | +158.0% | +142.6% |
| All | +238.2% | +78.6% | +159.6% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling