+245.3%
NEM vs IFF
+29.0%
+216.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -1.0% | -3.2% | +2.2% | +0.2% |
| 30D | +7.8% | -0.3% | +8.1% | +7.9% |
| 3M | +30.2% | +8.4% | +21.8% | +26.2% |
| 6M | +9.6% | +23.0% | -13.4% | +1.3% |
| YTD | +27.8% | +25.5% | +2.4% | +17.3% |
| 1Y | +60.7% | +29.1% | +31.6% | +45.8% |
| 3Y | +245.3% | +31.7% | +213.6% | +201.3% |
| All | +245.3% | +29.0% | +216.3% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling