+51.1%
NEM vs IWD
+33.0%
+18.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +4.4% |
| 7D | +3.7% | +2.5% | +1.1% | -1.4% |
| 30D | +2.0% | +6.0% | -4.0% | -9.1% |
| 3M | +21.1% | +3.8% | +17.3% | +12.6% |
| 6M | +9.5% | +16.3% | -6.8% | -19.2% |
| YTD | +19.1% | +27.5% | -8.4% | -24.6% |
| 1Y | +51.1% | +32.8% | +18.3% | -11.3% |
| All | +51.1% | +33.0% | +18.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling