+476.9%
NEM vs IP
+364.8%
+112.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | +0.3% | -5.3% | +5.6% | +1.1% |
| 30D | +23.1% | -10.9% | +33.9% | +25.2% |
| 3M | +18.5% | +11.2% | +7.3% | +16.3% |
| 6M | +7.8% | -10.2% | +18.0% | +8.9% |
| YTD | +29.1% | -2.0% | +31.1% | +28.5% |
| 1Y | +72.7% | -19.1% | +91.8% | +76.2% |
| 3Y | +248.7% | +20.9% | +227.9% | +229.2% |
| 5Y | +148.7% | -17.8% | +166.5% | +146.5% |
| 10Y | +304.8% | +23.5% | +281.3% | +264.4% |
| All | +476.9% | +364.8% | +112.1% | +329.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling