+157.7%
NEM vs ICE
+39.3%
+118.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +3.1% | -0.9% | +3.9% | +3.3% |
| 30D | +10.0% | +4.0% | +6.0% | +8.7% |
| 3M | +30.9% | +11.0% | +19.9% | +26.8% |
| 6M | +10.5% | -5.0% | +15.5% | +11.8% |
| YTD | +29.7% | -2.7% | +32.4% | +29.4% |
| 1Y | +71.1% | -8.6% | +79.7% | +74.2% |
| 3Y | +252.1% | +41.4% | +210.7% | +209.4% |
| 5Y | +157.7% | +39.9% | +117.9% | +119.4% |
| All | +157.7% | +39.3% | +118.4% | +119.4% |
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