+41.4%
NEM vs IRE
-97.2%
+138.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +39.6% | -38.6% | -1.4% |
| 7D | +13.4% | -27.2% | +40.6% | +14.0% |
| 30D | +6.5% | -75.1% | +81.6% | +14.3% |
| 3M | +14.9% | -77.9% | +92.8% | +23.0% |
| 6M | +5.5% | -94.6% | +100.1% | +19.2% |
| YTD | +21.9% | -91.5% | +113.4% | +31.6% |
| 1Y | +47.9% | -97.8% | +145.7% | +58.0% |
| All | +41.4% | -97.2% | +138.6% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling