+659.5%
NEM vs IWD
+728.9%
-69.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +13.4% | -0.5% | +13.9% | +13.7% |
| 30D | +6.5% | +2.7% | +3.8% | +5.2% |
| 3M | +14.9% | +0.9% | +14.0% | +14.6% |
| 6M | +5.5% | +10.5% | -5.0% | +0.9% |
| YTD | +21.9% | +23.7% | -1.8% | +10.8% |
| 1Y | +47.9% | +28.7% | +19.1% | +32.1% |
| 3Y | +238.2% | +79.7% | +158.5% | +159.7% |
| 5Y | +146.2% | +69.7% | +76.5% | +93.2% |
| 10Y | +309.3% | +211.4% | +97.9% | +135.2% |
| All | +659.5% | +728.9% | -69.5% | +223.4% |
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 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