+700.2%
NEM vs IEF
+129.1%
+571.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +12.7% | -0.7% | +13.5% | +13.1% |
| 3M | +28.7% | -0.4% | +29.1% | +29.0% |
| 6M | +9.8% | -2.5% | +12.3% | +11.3% |
| YTD | +28.1% | -1.6% | +29.7% | +29.3% |
| 1Y | +69.3% | -1.3% | +70.7% | +70.7% |
| 3Y | +247.7% | +10.1% | +237.6% | +234.0% |
| 5Y | +153.4% | -8.3% | +161.7% | +156.9% |
| 10Y | +291.3% | +4.5% | +286.8% | +282.8% |
| All | +700.2% | +129.1% | +571.1% | +567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling