+154.6%
NEM vs IWD
+73.6%
+81.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.6% |
| 30D | +23.1% | +0.6% | +22.5% | +22.6% |
| 3M | +18.5% | +7.2% | +11.3% | +12.3% |
| 6M | +7.8% | +16.2% | -8.4% | -3.6% |
| YTD | +29.1% | +23.3% | +5.8% | +11.0% |
| 1Y | +72.7% | +29.6% | +43.1% | +43.6% |
| 3Y | +248.7% | +70.5% | +178.3% | +141.6% |
| All | +154.6% | +73.6% | +81.0% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling