+120.2%
NEM vs ICE
+40.5%
+79.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -6.4% | +3.6% | -10.0% | -7.4% |
| 30D | +1.4% | +15.1% | -13.7% | -2.9% |
| 3M | -0.7% | +15.4% | -16.1% | -5.0% |
| 6M | -4.5% | +16.1% | -20.6% | -9.0% |
| YTD | +14.0% | +11.4% | +2.7% | +9.0% |
| 1Y | +27.3% | +18.5% | +8.8% | +19.0% |
| 3Y | +250.5% | +70.5% | +180.0% | +186.2% |
| All | +120.2% | +40.5% | +79.6% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling