+332.4%
NEM vs IP
+31.6%
+300.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.1% |
| 7D | +14.7% | -3.0% | +17.8% | +15.2% |
| 30D | +6.2% | +10.6% | -4.4% | +4.8% |
| 3M | +11.0% | -13.6% | +24.6% | +12.9% |
| 6M | +7.9% | +10.4% | -2.5% | +6.4% |
| YTD | +26.2% | -6.5% | +32.6% | +26.3% |
| 1Y | +51.5% | -2.1% | +53.6% | +50.8% |
| 3Y | +290.6% | +22.0% | +268.6% | +272.1% |
| 5Y | +153.1% | -9.7% | +162.8% | +146.8% |
| 10Y | +332.4% | +26.8% | +305.6% | +247.9% |
| All | +332.4% | +31.6% | +300.8% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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