+302.3%
NEM vs IRM
+440.8%
-138.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | +7.8% | -7.4% | +15.2% | +9.9% |
| 3M | +30.2% | -7.4% | +37.6% | +32.5% |
| 6M | +9.6% | +8.7% | +0.9% | +7.2% |
| YTD | +27.8% | +40.9% | -13.1% | +16.9% |
| 1Y | +60.7% | +20.5% | +40.2% | +52.4% |
| 3Y | +245.3% | +101.7% | +143.6% | +187.0% |
| 5Y | +155.3% | +197.7% | -42.3% | +94.5% |
| All | +302.3% | +440.8% | -138.5% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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