+344.1%
NEM vs IRM
+520.0%
-175.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -6.4% | +6.8% | -13.2% | -8.0% |
| 30D | +1.4% | +2.6% | -1.2% | +0.5% |
| 3M | -0.7% | -9.5% | +8.8% | +1.5% |
| 6M | -4.5% | -8.5% | +4.0% | -2.7% |
| YTD | +14.0% | +40.3% | -26.2% | +4.5% |
| 1Y | +27.3% | +28.7% | -1.4% | +19.0% |
| 3Y | +250.5% | +111.8% | +138.7% | +190.1% |
| 5Y | +121.1% | +189.1% | -68.0% | +71.6% |
| All | +344.1% | +520.0% | -175.9% | +167.4% |
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