+311.5%
NEM vs ICE
+2,331.7%
-2,020.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +23.1% | +7.6% | +15.5% | +21.4% |
| 3M | +18.5% | +13.9% | +4.5% | +15.5% |
| 6M | +7.8% | -2.4% | +10.1% | +8.0% |
| YTD | +29.1% | +0.3% | +28.8% | +28.4% |
| 1Y | +72.7% | -6.4% | +79.1% | +73.7% |
| 3Y | +248.7% | +43.1% | +205.6% | +223.8% |
| 5Y | +148.7% | +42.1% | +106.6% | +129.7% |
| 10Y | +304.8% | +220.9% | +83.8% | +220.0% |
| All | +311.5% | +2,331.7% | -2,020.3% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling