+347.9%
NEM vs ITOT
+879.4%
-531.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.6% |
| 7D | -3.3% | -2.0% | -1.2% | -2.1% |
| 30D | +7.8% | -2.0% | +9.8% | +9.1% |
| 3M | +36.3% | +4.5% | +31.7% | +33.1% |
| 6M | +6.6% | +12.6% | -6.1% | +0.2% |
| YTD | +27.1% | +12.0% | +15.2% | +20.1% |
| 1Y | +62.3% | +17.3% | +45.1% | +49.6% |
| 3Y | +245.1% | +75.2% | +169.8% | +152.2% |
| 5Y | +154.0% | +74.0% | +80.0% | +82.9% |
| 10Y | +311.0% | +298.6% | +12.4% | +69.1% |
| All | +347.9% | +879.4% | -531.5% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling