+120.2%
NEM vs IYR
+6.0%
+114.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.4% | +0.6% | -7.0% | -6.7% |
| 30D | +1.4% | +6.6% | -5.1% | -2.3% |
| 3M | -0.7% | -1.8% | +1.1% | +0.5% |
| 6M | -4.5% | +1.4% | -5.9% | -5.6% |
| YTD | +14.0% | +10.5% | +3.5% | +7.1% |
| 1Y | +27.3% | +10.6% | +16.7% | +19.5% |
| 3Y | +250.5% | +41.8% | +208.7% | +186.0% |
| All | +120.2% | +6.0% | +114.2% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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