+327.7%
NEM vs IR
+332.9%
-5.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -6.4% | +2.5% | -8.9% | -6.8% |
| 30D | +1.4% | +9.2% | -7.7% | 0.0% |
| 3M | -0.7% | +0.9% | -1.7% | -1.0% |
| 6M | -4.5% | +19.2% | -23.7% | -7.1% |
| YTD | +14.0% | +7.5% | +6.6% | +12.6% |
| 1Y | +27.3% | +11.7% | +15.6% | +25.1% |
| 3Y | +250.5% | +23.9% | +226.6% | +238.4% |
| 5Y | +121.1% | +46.4% | +74.7% | +107.4% |
| All | +327.7% | +332.9% | -5.2% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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