+246.1%
NEM vs IRM
+103.7%
+142.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.9% | +1.6% | +2.2% | +3.2% |
| 30D | +12.7% | -4.2% | +16.9% | +14.3% |
| 3M | +28.7% | -5.4% | +34.0% | +30.7% |
| 6M | +9.8% | +12.0% | -2.3% | +5.3% |
| YTD | +28.1% | +42.0% | -13.9% | +12.8% |
| 1Y | +69.3% | +29.9% | +39.5% | +53.0% |
| All | +246.1% | +103.7% | +142.3% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling