+302.3%
NEM vs ICE
+220.6%
+81.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.4% |
| 30D | +7.8% | +4.0% | +3.8% | +6.7% |
| 3M | +30.2% | +13.7% | +16.5% | +25.6% |
| 6M | +9.6% | +0.9% | +8.7% | +8.9% |
| YTD | +27.8% | -2.1% | +30.0% | +27.5% |
| 1Y | +60.7% | -9.5% | +70.2% | +63.7% |
| 3Y | +245.3% | +42.1% | +203.2% | +209.5% |
| 5Y | +155.3% | +41.4% | +114.0% | +125.3% |
| All | +302.3% | +220.6% | +81.7% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling