+249.0%
NEM vs IBN
+56.7%
+192.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -5.9% | +5.7% | -11.6% | -7.2% |
| 30D | -2.6% | +20.5% | -23.0% | -6.9% |
| 3M | -4.2% | +15.2% | -19.5% | -7.6% |
| 6M | -5.5% | +34.5% | -40.0% | -11.8% |
| YTD | +13.5% | +16.4% | -2.8% | +8.2% |
| 1Y | +22.2% | +13.5% | +8.6% | +16.9% |
| All | +249.0% | +56.7% | +192.2% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling