+302.3%
NEM vs INDA
+84.7%
+217.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.1% |
| 30D | +7.8% | -2.8% | +10.6% | +8.9% |
| 3M | +30.2% | +1.6% | +28.6% | +29.6% |
| 6M | +9.6% | -1.4% | +11.0% | +10.3% |
| YTD | +27.8% | -10.1% | +38.0% | +32.2% |
| 1Y | +60.7% | -8.8% | +69.5% | +65.5% |
| 3Y | +245.3% | +7.6% | +237.7% | +238.9% |
| 5Y | +155.3% | +5.8% | +149.6% | +150.5% |
| All | +302.3% | +84.7% | +217.6% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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