+238.2%
NEM vs IWD
+78.7%
+159.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +13.4% | -0.5% | +13.9% | +14.0% |
| 30D | +6.5% | +2.7% | +3.8% | +3.5% |
| 3M | +14.9% | +0.9% | +14.0% | +14.0% |
| 6M | +5.5% | +10.5% | -5.0% | -4.9% |
| YTD | +21.9% | +23.7% | -1.8% | -1.0% |
| 1Y | +47.9% | +28.7% | +19.1% | +16.2% |
| 3Y | +238.2% | +79.7% | +158.5% | +54.9% |
| All | +238.2% | +78.7% | +159.4% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling