+153.1%
NEM vs IR
+51.1%
+102.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.4% |
| 7D | +14.7% | +5.0% | +9.7% | +13.4% |
| 30D | +6.2% | +10.3% | -4.1% | +3.7% |
| 3M | +11.0% | -0.1% | +11.1% | +10.8% |
| 6M | +7.9% | +14.8% | -6.9% | +4.0% |
| YTD | +26.2% | +9.7% | +16.4% | +23.2% |
| 1Y | +51.5% | +12.2% | +39.3% | +47.4% |
| 3Y | +290.6% | +30.0% | +260.6% | +267.0% |
| 5Y | +153.1% | +46.8% | +106.3% | +118.6% |
| All | +153.1% | +51.1% | +102.0% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling