+263.4%
NEM vs ICE
+2,600.8%
-2,337.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -6.4% | +3.6% | -10.0% | -7.1% |
| 30D | +1.4% | +15.1% | -13.7% | -1.3% |
| 3M | -0.7% | +15.4% | -16.1% | -3.4% |
| 6M | -4.5% | +16.1% | -20.6% | -7.3% |
| YTD | +14.0% | +11.4% | +2.7% | +11.1% |
| 1Y | +27.3% | +18.5% | +8.8% | +22.5% |
| 3Y | +250.5% | +70.5% | +180.0% | +214.8% |
| 5Y | +121.1% | +40.9% | +80.1% | +104.2% |
| 10Y | +358.3% | +260.6% | +97.7% | +254.1% |
| All | +263.4% | +2,600.8% | -2,337.4% | +86.4% |
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 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