+171.7%
IWM vs NEM
+299.2%
-127.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.6% |
| 7D | -1.1% | +3.1% | -4.2% | -1.6% |
| 30D | -3.1% | +10.0% | -13.1% | -4.6% |
| 3M | +2.2% | +30.9% | -28.7% | -2.2% |
| 6M | +15.1% | +10.5% | +4.5% | +12.5% |
| YTD | +18.6% | +29.7% | -11.2% | +12.9% |
| 1Y | +24.0% | +71.1% | -47.1% | +13.0% |
| 3Y | +63.7% | +252.1% | -188.4% | +32.3% |
| 5Y | +38.2% | +157.7% | -119.5% | +14.3% |
| 10Y | +171.7% | +319.4% | -147.7% | +118.1% |
| All | +171.7% | +299.2% | -127.5% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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