+698.3%
NEM vs IWF
+724.4%
-26.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.9% | +1.5% | +2.4% | +3.3% |
| 30D | +12.7% | -1.3% | +14.0% | +13.2% |
| 3M | +28.7% | +0.1% | +28.5% | +28.7% |
| 6M | +9.8% | +10.3% | -0.5% | +6.6% |
| YTD | +28.1% | +4.2% | +24.0% | +26.8% |
| 1Y | +69.3% | +9.3% | +60.0% | +65.0% |
| 3Y | +247.7% | +79.3% | +168.3% | +185.3% |
| 5Y | +153.4% | +73.8% | +79.6% | +106.3% |
| 10Y | +291.3% | +410.9% | -119.6% | +115.8% |
| All | +698.3% | +724.4% | -26.2% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling