+479.7%
NEM vs IFF
+833.5%
-353.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +3.1% | -3.0% | +6.1% | +3.7% |
| 30D | +10.0% | -0.9% | +10.9% | +10.2% |
| 3M | +30.9% | +11.8% | +19.0% | +27.5% |
| 6M | +10.5% | +16.5% | -6.0% | +6.5% |
| YTD | +29.7% | +26.5% | +3.2% | +22.8% |
| 1Y | +71.1% | +32.7% | +38.4% | +60.0% |
| 3Y | +252.1% | +32.0% | +220.1% | +227.3% |
| 5Y | +157.7% | -36.1% | +193.8% | +171.8% |
| 10Y | +319.4% | -20.1% | +339.4% | +304.1% |
| All | +479.7% | +833.5% | -353.7% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling