+155.1%
NEM vs ITOT
+74.3%
+80.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | +7.8% | -1.5% | +9.3% | +8.8% |
| 3M | +30.2% | +3.6% | +26.7% | +27.9% |
| 6M | +9.6% | +13.7% | -4.1% | +3.0% |
| YTD | +27.8% | +12.9% | +14.9% | +20.7% |
| 1Y | +60.7% | +17.2% | +43.5% | +49.2% |
| 3Y | +245.3% | +75.6% | +169.7% | +168.4% |
| All | +155.1% | +74.3% | +80.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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