+704.6%
NEM vs IWD
+726.5%
-21.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | +23.1% | +0.6% | +22.5% | +22.8% |
| 3M | +18.5% | +7.2% | +11.3% | +14.8% |
| 6M | +7.8% | +16.2% | -8.4% | +0.7% |
| YTD | +29.1% | +23.3% | +5.8% | +17.5% |
| 1Y | +72.7% | +29.6% | +43.1% | +53.6% |
| 3Y | +248.7% | +70.5% | +178.3% | +174.0% |
| 5Y | +148.7% | +73.5% | +75.2% | +92.9% |
| 10Y | +304.8% | +198.3% | +106.5% | +137.5% |
| All | +704.6% | +726.5% | -21.9% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling