+1,240.6%
NEM vs IBB
+560.8%
+679.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +23.1% | +10.5% | +12.6% | +20.4% |
| 3M | +18.5% | +23.6% | -5.1% | +13.0% |
| 6M | +7.8% | +22.6% | -14.8% | +3.0% |
| YTD | +29.1% | +25.7% | +3.4% | +22.9% |
| 1Y | +72.7% | +51.4% | +21.3% | +57.9% |
| 3Y | +248.7% | +64.4% | +184.4% | +212.5% |
| 5Y | +148.7% | +22.1% | +126.5% | +134.5% |
| 10Y | +304.8% | +132.5% | +172.3% | +231.9% |
| All | +1,240.6% | +560.8% | +679.8% | +748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling