+51.1%
NEM vs IWF
-1.6%
+52.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.5% |
| 7D | +3.7% | -4.2% | +7.8% | +8.8% |
| 30D | +2.0% | -8.1% | +10.1% | +12.2% |
| 3M | +21.1% | -5.1% | +26.2% | +28.2% |
| 6M | +9.5% | -1.4% | +10.9% | +11.8% |
| YTD | +19.1% | -0.1% | +19.1% | +21.1% |
| 1Y | +51.1% | -1.3% | +52.4% | +57.8% |
| All | +51.1% | -1.6% | +52.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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