+48.6%
NEM vs IRE
-82.8%
+131.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.2% | -11.0% | -1.5% |
| 7D | +3.9% | +58.9% | -55.1% | +0.3% |
| 30D | +12.7% | +17.2% | -4.4% | +10.5% |
| 3M | +28.7% | -58.6% | +87.3% | +31.7% |
| 6M | +9.8% | -23.5% | +33.2% | +4.9% |
| YTD | +28.1% | -47.4% | +75.5% | +25.3% |
| All | +48.6% | -82.8% | +131.5% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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