+145.6%
IWD vs NIO
-45.3%
+191.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.2% |
| 7D | +1.6% | +2.8% | -1.3% | +1.4% |
| 30D | +3.6% | -8.4% | +12.0% | +4.1% |
| 3M | +2.0% | -32.0% | +34.0% | +4.2% |
| 6M | +13.1% | -43.9% | +57.0% | +16.5% |
| YTD | +26.2% | -35.7% | +61.9% | +28.6% |
| 1Y | +29.6% | -51.1% | +80.7% | +34.1% |
| 3Y | +84.3% | -54.7% | +139.0% | +86.7% |
| 5Y | +73.4% | -91.7% | +165.1% | +85.9% |
| All | +145.6% | -45.3% | +191.0% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling