+243.5%
NEM vs IWF
+75.5%
+168.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -3.3% | -1.7% | -1.6% | -2.4% |
| 30D | +7.8% | -1.8% | +9.7% | +8.9% |
| 3M | +36.3% | +1.5% | +34.8% | +35.4% |
| 6M | +6.6% | +7.7% | -1.1% | +3.6% |
| YTD | +27.1% | +2.7% | +24.4% | +25.9% |
| 1Y | +62.3% | +6.8% | +55.6% | +58.6% |
| All | +243.5% | +75.5% | +168.0% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling