+444.2%
NEM vs IT
+6,105.9%
-5,661.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.5% |
| 7D | +0.3% | -6.0% | +6.3% | +0.7% |
| 30D | +23.1% | 0.0% | +23.1% | +23.1% |
| 3M | +18.5% | +13.1% | +5.4% | +17.2% |
| 6M | +7.8% | +11.7% | -3.9% | +6.4% |
| YTD | +29.1% | -26.1% | +55.2% | +30.6% |
| 1Y | +72.7% | -21.3% | +93.9% | +73.6% |
| 3Y | +248.7% | -46.7% | +295.5% | +257.8% |
| 5Y | +148.7% | -40.5% | +189.2% | +152.1% |
| 10Y | +304.8% | +103.9% | +200.9% | +275.7% |
| All | +444.2% | +6,105.9% | -5,661.7% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling