+250.5%
NEM vs IT
-52.2%
+302.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +3.1% | -9.1% | +12.2% | +3.2% |
| 30D | +10.0% | -12.2% | +22.1% | +10.2% |
| 3M | +30.9% | +7.8% | +23.1% | +31.5% |
| 6M | +10.5% | +2.0% | +8.5% | +11.4% |
| YTD | +29.7% | -32.7% | +62.5% | +33.6% |
| 1Y | +71.1% | -31.1% | +102.2% | +75.4% |
| All | +250.5% | -52.2% | +302.6% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling