+120.2%
NEM vs IWF
+55.4%
+64.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.9% |
| 7D | -6.4% | +2.8% | -9.2% | -7.4% |
| 30D | +1.4% | -7.5% | +9.0% | +4.4% |
| 3M | -0.7% | -8.5% | +7.8% | +2.7% |
| 6M | -4.5% | -7.4% | +2.9% | -1.5% |
| YTD | +14.0% | -2.6% | +16.7% | +15.6% |
| 1Y | +27.3% | -1.8% | +29.1% | +28.7% |
| 3Y | +250.5% | +65.5% | +185.0% | +204.9% |
| All | +120.2% | +55.4% | +64.8% | +71.7% |
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 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