+302.3%
NEM vs IT
+103.1%
+199.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | +0.1% |
| 7D | -1.0% | -3.7% | +2.7% | -0.8% |
| 30D | +7.8% | +0.1% | +7.8% | +7.8% |
| 3M | +30.2% | +20.7% | +9.5% | +28.0% |
| 6M | +9.6% | +12.0% | -2.4% | +8.1% |
| YTD | +27.8% | -28.8% | +56.6% | +31.3% |
| 1Y | +60.7% | -25.5% | +86.2% | +63.8% |
| 3Y | +245.3% | -48.8% | +294.0% | +264.8% |
| 5Y | +155.3% | -42.7% | +198.1% | +164.3% |
| All | +302.3% | +103.1% | +199.2% | +260.7% |
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