+384.2%
NEM vs IR
+288.5%
+95.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +0.3% | -2.8% | +3.1% | +0.7% |
| 30D | +23.1% | -15.1% | +38.2% | +26.1% |
| 3M | +18.5% | +6.1% | +12.4% | +17.3% |
| 6M | +7.8% | -16.8% | +24.6% | +10.3% |
| YTD | +29.1% | -3.5% | +32.6% | +29.7% |
| 1Y | +72.7% | -3.5% | +76.2% | +73.4% |
| 3Y | +248.7% | +9.5% | +239.3% | +242.8% |
| 5Y | +148.7% | +45.1% | +103.6% | +135.0% |
| All | +384.2% | +288.5% | +95.7% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling