+248.4%
NEM vs IRM
+9,964.6%
-9,716.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +23.1% | -8.1% | +31.2% | +24.6% |
| 3M | +18.5% | -9.7% | +28.2% | +20.3% |
| 6M | +7.8% | +10.0% | -2.2% | +6.1% |
| YTD | +29.1% | +43.0% | -13.9% | +22.0% |
| 1Y | +72.7% | +32.7% | +40.0% | +64.9% |
| 3Y | +248.7% | +102.7% | +146.0% | +211.6% |
| 5Y | +148.7% | +187.6% | -38.9% | +110.6% |
| 10Y | +304.8% | +420.1% | -115.3% | +210.7% |
| All | +248.4% | +9,964.6% | -9,716.2% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling