+37.2%
NEM vs IWD
+29.9%
+7.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +11.6% | +1.6% | +10.1% | +7.9% |
| 30D | +1.8% | +3.6% | -1.8% | -5.3% |
| 3M | +2.5% | +2.0% | +0.5% | -1.7% |
| 6M | +3.4% | +13.1% | -9.6% | -19.4% |
| YTD | +20.9% | +26.2% | -5.3% | -21.3% |
| 1Y | +37.2% | +29.6% | +7.6% | -14.2% |
| All | +37.2% | +29.9% | +7.3% | -14.2% |
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