+342.6%
NEM vs IWD
+203.8%
+138.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +11.6% | +1.6% | +10.1% | +10.8% |
| 30D | +1.8% | +3.6% | -1.8% | +0.1% |
| 3M | +2.5% | +2.0% | +0.5% | +1.6% |
| 6M | +3.4% | +13.1% | -9.6% | -2.4% |
| YTD | +20.9% | +26.2% | -5.3% | +8.7% |
| 1Y | +37.2% | +29.6% | +7.6% | +22.0% |
| 3Y | +271.6% | +84.3% | +187.3% | +185.3% |
| 5Y | +136.6% | +73.4% | +63.2% | +84.8% |
| 10Y | +342.6% | +202.4% | +140.2% | +187.4% |
| All | +342.6% | +203.8% | +138.9% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling