+154.0%
NEM vs IWF
+71.2%
+82.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -3.3% | -1.7% | -1.6% | -2.7% |
| 30D | +7.8% | -1.8% | +9.7% | +8.6% |
| 3M | +36.3% | +1.5% | +34.8% | +35.7% |
| 6M | +6.6% | +7.7% | -1.1% | +4.4% |
| YTD | +27.1% | +2.7% | +24.4% | +26.3% |
| 1Y | +62.3% | +6.8% | +55.6% | +59.6% |
| 3Y | +245.1% | +76.9% | +168.2% | +195.6% |
| 5Y | +154.0% | +73.4% | +80.6% | +95.5% |
| All | +154.0% | +71.2% | +82.8% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling