+749.3%
NEM vs IYR
+700.6%
+48.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.3% | -1.2% | +1.5% | +0.7% |
| 30D | +23.1% | -2.9% | +25.9% | +24.2% |
| 3M | +18.5% | +0.8% | +17.7% | +18.0% |
| 6M | +7.8% | +1.9% | +5.9% | +7.1% |
| YTD | +29.1% | +9.6% | +19.5% | +25.3% |
| 1Y | +72.7% | +8.1% | +64.6% | +68.3% |
| 3Y | +248.7% | +29.2% | +219.5% | +221.9% |
| 5Y | +148.7% | +4.3% | +144.4% | +143.3% |
| 10Y | +304.8% | +64.7% | +240.1% | +238.6% |
| All | +749.3% | +700.6% | +48.7% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling