+300.2%
NEM vs IBN
+316.4%
-16.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.3% | -5.5% | +2.2% | -2.7% |
| 30D | +7.8% | -3.4% | +11.3% | +8.3% |
| 3M | +36.3% | +8.7% | +27.6% | +35.0% |
| 6M | +6.6% | +3.7% | +2.8% | +6.1% |
| YTD | +27.1% | -2.4% | +29.5% | +27.2% |
| 1Y | +62.3% | -8.1% | +70.4% | +63.3% |
| 3Y | +245.1% | +26.3% | +218.7% | +235.0% |
| 5Y | +154.0% | +54.9% | +99.1% | +141.1% |
| All | +300.2% | +316.4% | -16.2% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling