+27.3%
NEM vs IWD
+28.9%
-1.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | 0.0% |
| 7D | -6.4% | +2.3% | -8.7% | -10.4% |
| 30D | +1.4% | +3.6% | -2.2% | -5.5% |
| 3M | -0.7% | +2.2% | -2.9% | -4.9% |
| 6M | -4.5% | +13.0% | -17.4% | -25.2% |
| YTD | +14.0% | +26.5% | -12.5% | -25.0% |
| 1Y | +27.3% | +30.1% | -2.9% | -19.4% |
| All | +27.3% | +28.9% | -1.6% | -19.4% |
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 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