+479.7%
NEM vs ITW
+9,371.1%
-8,891.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +3.1% | -1.9% | +4.9% | +3.4% |
| 30D | +10.0% | -10.4% | +20.4% | +12.3% |
| 3M | +30.9% | +3.5% | +27.4% | +29.9% |
| 6M | +10.5% | -3.4% | +13.9% | +11.1% |
| YTD | +29.7% | +8.5% | +21.2% | +27.6% |
| 1Y | +71.1% | +3.2% | +67.9% | +69.8% |
| 3Y | +252.1% | +18.9% | +233.2% | +239.0% |
| 5Y | +157.7% | +35.0% | +122.7% | +140.8% |
| 10Y | +319.4% | +188.6% | +130.7% | +235.6% |
| All | +479.7% | +9,371.1% | -8,891.4% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling