+291.3%
NEM vs IWD
+195.2%
+96.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +3.9% | -0.2% | +4.0% | +4.0% |
| 30D | +12.7% | -0.8% | +13.5% | +13.2% |
| 3M | +28.7% | +8.0% | +20.6% | +23.8% |
| 6M | +9.8% | +18.2% | -8.4% | +1.4% |
| YTD | +28.1% | +22.3% | +5.8% | +16.7% |
| 1Y | +69.3% | +28.9% | +40.5% | +50.7% |
| 3Y | +247.7% | +71.5% | +176.1% | +173.7% |
| 5Y | +153.4% | +73.6% | +79.8% | +97.5% |
| 10Y | +291.3% | +194.7% | +96.6% | +132.7% |
| All | +291.3% | +195.2% | +96.1% | +132.7% |
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