+344.1%
NEM vs IT
+90.0%
+254.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | -6.4% | +1.1% | -7.5% | -6.5% |
| 30D | +1.4% | -1.8% | +3.3% | +1.4% |
| 3M | -0.7% | +4.8% | -5.5% | -1.3% |
| 6M | -4.5% | +33.0% | -37.5% | -7.1% |
| YTD | +14.0% | -23.8% | +37.9% | +16.3% |
| 1Y | +27.3% | -16.5% | +43.8% | +28.5% |
| 3Y | +250.5% | -53.6% | +304.1% | +275.6% |
| 5Y | +121.1% | -42.1% | +163.2% | +128.9% |
| All | +344.1% | +90.0% | +254.1% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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