+1,155.5%
NEM vs IBB
+577.3%
+578.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | +11.6% | +0.8% | +10.8% | +11.4% |
| 30D | +1.8% | +5.2% | -3.4% | +0.6% |
| 3M | +2.5% | +8.6% | -6.1% | +0.6% |
| 6M | +3.4% | +27.8% | -24.4% | -2.2% |
| YTD | +20.9% | +28.8% | -7.9% | +14.3% |
| 1Y | +37.2% | +36.4% | +0.8% | +28.1% |
| 3Y | +271.6% | +89.3% | +182.3% | +223.1% |
| 5Y | +136.6% | +43.3% | +93.4% | +116.1% |
| 10Y | +342.6% | +130.6% | +212.0% | +263.1% |
| All | +1,155.5% | +577.3% | +578.3% | +689.4% |
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