+344.1%
NEM vs IBN
+385.6%
-41.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -6.4% | +1.9% | -8.3% | -6.6% |
| 30D | +1.4% | +22.1% | -20.7% | -0.9% |
| 3M | -0.7% | +17.1% | -17.8% | -2.5% |
| 6M | -4.5% | +35.5% | -40.0% | -7.7% |
| YTD | +14.0% | +16.8% | -2.8% | +11.8% |
| 1Y | +27.3% | +12.4% | +14.9% | +25.3% |
| 3Y | +250.5% | +58.0% | +192.5% | +232.1% |
| 5Y | +121.1% | +73.7% | +47.3% | +107.4% |
| All | +344.1% | +385.6% | -41.5% | +282.5% |
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