+302.3%
NEM vs IEF
+3.8%
+298.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -1.0% | -1.3% | +0.3% | +0.5% |
| 30D | +7.8% | -1.7% | +9.6% | +10.0% |
| 3M | +30.2% | -2.5% | +32.7% | +33.9% |
| 6M | +9.6% | -3.3% | +12.9% | +14.0% |
| YTD | +27.8% | -2.8% | +30.6% | +32.3% |
| 1Y | +60.7% | -2.7% | +63.4% | +66.1% |
| 3Y | +245.3% | +8.9% | +236.4% | +216.8% |
| 5Y | +155.3% | -9.4% | +164.8% | +177.3% |
| All | +302.3% | +3.8% | +298.5% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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