+166.3%
NEM vs IOT
+61.2%
+105.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | +2.8% | +1.1% | +3.7% |
| 30D | +12.7% | -1.8% | +14.5% | +12.7% |
| 3M | +28.7% | +17.9% | +10.8% | +27.5% |
| 6M | +9.8% | +13.5% | -3.8% | +8.9% |
| YTD | +28.1% | +13.3% | +14.8% | +26.6% |
| 1Y | +69.3% | -3.3% | +72.7% | +68.3% |
| 3Y | +247.7% | +31.3% | +216.3% | +238.0% |
| All | +166.3% | +61.2% | +105.1% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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