+153.4%
NEM vs IR
+46.5%
+106.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.4% |
| 7D | +3.9% | +0.6% | +3.2% | +3.7% |
| 30D | +12.7% | -13.6% | +26.3% | +16.5% |
| 3M | +28.7% | +3.7% | +25.0% | +27.3% |
| 6M | +9.8% | -13.1% | +22.8% | +12.5% |
| YTD | +28.1% | -5.1% | +33.2% | +29.5% |
| 1Y | +69.3% | -6.5% | +75.8% | +71.5% |
| 3Y | +247.7% | +8.5% | +239.2% | +239.8% |
| 5Y | +153.4% | +43.3% | +110.1% | +124.7% |
| All | +153.4% | +46.5% | +106.8% | +124.7% |
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