+155.1%
NEM vs ITW
+36.9%
+118.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | +7.8% | -8.3% | +16.2% | +10.6% |
| 3M | +30.2% | +6.0% | +24.2% | +27.5% |
| 6M | +9.6% | 0.0% | +9.6% | +9.1% |
| YTD | +27.8% | +10.2% | +17.6% | +23.9% |
| 1Y | +60.7% | +3.2% | +57.5% | +58.5% |
| 3Y | +245.3% | +21.0% | +224.3% | +222.3% |
| All | +155.1% | +36.9% | +118.2% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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