+154.0%
NEM vs IEF
-9.3%
+163.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.1% |
| 7D | -3.3% | -1.2% | -2.1% | -1.9% |
| 30D | +7.8% | -1.5% | +9.3% | +9.8% |
| 3M | +36.3% | -1.7% | +37.9% | +39.1% |
| 6M | +6.6% | -3.5% | +10.1% | +11.4% |
| YTD | +27.1% | -2.6% | +29.8% | +31.7% |
| 1Y | +62.3% | -2.4% | +64.7% | +67.5% |
| 3Y | +245.1% | +8.9% | +236.1% | +214.2% |
| 5Y | +154.0% | -9.2% | +163.2% | +169.9% |
| All | +154.0% | -9.3% | +163.3% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling