+72.7%
NEM vs IBKR
+45.1%
+27.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.3% | -3.3% | +3.6% | +1.8% |
| 30D | +23.1% | +4.5% | +18.6% | +20.4% |
| 3M | +18.5% | +6.5% | +12.0% | +14.7% |
| 6M | +7.8% | +34.2% | -26.4% | -6.0% |
| YTD | +29.1% | +44.5% | -15.3% | +10.5% |
| 1Y | +72.7% | +44.7% | +28.0% | +52.6% |
| All | +72.7% | +45.1% | +27.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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