+189.4%
NEM vs INDA
+111.6%
+77.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.2% |
| 7D | +3.9% | -1.0% | +4.8% | +4.2% |
| 30D | +12.7% | -2.5% | +15.3% | +13.7% |
| 3M | +28.7% | +4.0% | +24.7% | +27.1% |
| 6M | +9.8% | -1.8% | +11.6% | +10.6% |
| YTD | +28.1% | -9.2% | +37.3% | +32.1% |
| 1Y | +69.3% | -7.2% | +76.5% | +73.6% |
| 3Y | +247.7% | +9.8% | +237.8% | +238.5% |
| 5Y | +153.4% | +7.5% | +145.9% | +146.9% |
| 10Y | +291.3% | +80.8% | +210.5% | +214.9% |
| All | +189.4% | +111.6% | +77.8% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling