+189.0%
NI vs IWD
+203.8%
-14.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.5% | +1.6% | -0.1% | +0.3% |
| 30D | +11.9% | +3.6% | +8.3% | +9.0% |
| 3M | +9.1% | +2.0% | +7.1% | +7.4% |
| 6M | -1.8% | +13.1% | -14.8% | -10.5% |
| YTD | +11.4% | +26.2% | -14.8% | -6.8% |
| 1Y | +6.4% | +29.6% | -23.2% | -12.8% |
| 3Y | +98.2% | +84.3% | +13.9% | +23.4% |
| 5Y | +110.1% | +73.4% | +36.6% | +36.0% |
| 10Y | +189.0% | +202.4% | -13.5% | +22.7% |
| All | +189.0% | +203.8% | -14.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling