+380.7%
NEM vs IT
+6,296.6%
-5,916.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 6M | -4.5% | +33.0% | -37.5% | -6.7% |
| YTD | +14.0% | -23.8% | +37.9% | +14.9% |
| 1Y | +27.3% | -16.5% | +43.8% | +27.4% |
| 3Y | +250.5% | -53.6% | +304.1% | +262.4% |
| 5Y | +121.1% | -42.1% | +163.2% | +124.2% |
| 10Y | +358.3% | +90.1% | +268.2% | +326.2% |
| All | +380.7% | +6,296.6% | -5,916.0% | +372.7% |
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 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