+157.7%
NEM vs IRM
+190.5%
-32.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +3.1% | +3.0% | 0.0% | +2.0% |
| 30D | +10.0% | -5.2% | +15.2% | +11.8% |
| 3M | +30.9% | -8.0% | +38.9% | +34.2% |
| 6M | +10.5% | +9.2% | +1.4% | +7.2% |
| YTD | +29.7% | +41.0% | -11.3% | +15.5% |
| 1Y | +71.1% | +23.3% | +47.9% | +58.4% |
| 3Y | +252.1% | +102.8% | +149.3% | +169.8% |
| 5Y | +157.7% | +192.8% | -35.1% | +77.6% |
| All | +157.7% | +190.5% | -32.8% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling