+120.1%
NEM vs IBN
+72.7%
+47.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -5.9% | +5.7% | -11.6% | -6.7% |
| 30D | -2.6% | +20.5% | -23.0% | -5.3% |
| 3M | -4.2% | +15.2% | -19.5% | -6.4% |
| 6M | -5.5% | +34.5% | -40.0% | -9.5% |
| YTD | +13.5% | +16.4% | -2.8% | +10.2% |
| 1Y | +22.2% | +13.5% | +8.6% | +18.9% |
| 3Y | +249.0% | +55.4% | +193.5% | +228.1% |
| 5Y | +120.1% | +73.1% | +47.0% | +113.2% |
| All | +120.1% | +72.7% | +47.4% | +113.2% |
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