+51.1%
NEM vs IBKR
+10.3%
+40.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.6% |
| 7D | +3.7% | -6.8% | +10.5% | +7.7% |
| 30D | +2.0% | -12.5% | +14.5% | +9.5% |
| 3M | +21.1% | -12.0% | +33.2% | +29.2% |
| 6M | +9.5% | -4.5% | +14.0% | +11.6% |
| YTD | +19.1% | +21.5% | -2.4% | +6.0% |
| 1Y | +51.1% | +10.6% | +40.5% | +43.3% |
| All | +51.1% | +10.3% | +40.8% | +43.3% |
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