+71.1%
NEM vs IR
-8.0%
+79.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.1% |
| 7D | +3.1% | -1.9% | +4.9% | +3.8% |
| 30D | +10.0% | -15.0% | +25.0% | +17.5% |
| 3M | +30.9% | -0.4% | +31.3% | +29.4% |
| 6M | +10.5% | -15.0% | +25.6% | +15.9% |
| YTD | +29.7% | -7.1% | +36.8% | +35.8% |
| 1Y | +71.1% | -7.5% | +78.7% | +83.5% |
| All | +71.1% | -8.0% | +79.1% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling