+157.7%
NEM vs IT
-45.7%
+203.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +3.1% | -9.1% | +12.2% | +3.5% |
| 30D | +10.0% | -12.2% | +22.1% | +10.5% |
| 3M | +30.9% | +7.8% | +23.1% | +30.7% |
| 6M | +10.5% | +2.0% | +8.5% | +10.7% |
| YTD | +29.7% | -32.7% | +62.5% | +33.8% |
| 1Y | +71.1% | -31.1% | +102.2% | +75.6% |
| 3Y | +252.1% | -52.1% | +304.2% | +276.1% |
| 5Y | +157.7% | -46.3% | +204.0% | +169.0% |
| All | +157.7% | -45.7% | +203.4% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling