+250.5%
NEM vs IWF
+65.9%
+184.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.0% |
| 7D | -6.4% | +2.8% | -9.2% | -7.8% |
| 30D | +1.4% | -7.5% | +9.0% | +5.5% |
| 3M | -0.7% | -8.5% | +7.8% | +3.9% |
| 6M | -4.5% | -7.4% | +2.9% | -0.5% |
| YTD | +14.0% | -2.6% | +16.7% | +16.0% |
| 1Y | +27.3% | -1.8% | +29.1% | +29.1% |
| 3Y | +250.5% | +65.5% | +185.0% | +178.7% |
| All | +250.5% | +65.9% | +184.6% | +178.7% |
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