+332.4%
NEM vs IWD
+212.1%
+120.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.5% |
| 7D | +14.7% | +1.3% | +13.5% | +14.1% |
| 30D | +6.2% | +3.6% | +2.6% | +4.4% |
| 3M | +11.0% | +2.3% | +8.7% | +9.9% |
| 6M | +7.9% | +13.0% | -5.1% | +1.9% |
| YTD | +26.2% | +26.2% | 0.0% | +13.5% |
| 1Y | +51.5% | +30.5% | +21.0% | +34.4% |
| 3Y | +290.6% | +86.2% | +204.4% | +199.0% |
| 5Y | +153.1% | +72.9% | +80.2% | +98.1% |
| 10Y | +332.4% | +205.0% | +127.4% | +199.7% |
| All | +332.4% | +212.1% | +120.3% | +199.7% |
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