+51.1%
NEM vs ICE
+21.0%
+30.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +9.6% |
| 7D | +3.7% | +12.2% | -8.5% | +2.4% |
| 30D | +2.0% | +15.0% | -13.0% | +0.3% |
| 3M | +21.1% | +17.6% | +3.5% | +19.0% |
| 6M | +9.5% | +12.6% | -3.1% | +7.5% |
| YTD | +19.1% | +9.1% | +9.9% | +11.9% |
| 1Y | +51.1% | +20.6% | +30.5% | +30.0% |
| All | +51.1% | +21.0% | +30.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling