+157.7%
NEM vs IBN
+54.0%
+103.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | +3.1% | -5.1% | +8.2% | +3.7% |
| 30D | +10.0% | -3.5% | +13.5% | +10.5% |
| 3M | +30.9% | +11.3% | +19.6% | +29.2% |
| 6M | +10.5% | +4.4% | +6.1% | +9.7% |
| YTD | +29.7% | -1.8% | +31.5% | +29.4% |
| 1Y | +71.1% | -8.0% | +79.1% | +71.4% |
| 3Y | +252.1% | +27.1% | +225.0% | +241.7% |
| 5Y | +157.7% | +54.5% | +103.2% | +157.5% |
| All | +157.7% | +54.0% | +103.7% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling