+96.4%
NI vs IWD
+73.8%
+22.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.8% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | -1.7% | -0.8% | -0.9% | -1.2% |
| 3M | -8.0% | +8.0% | -16.0% | -12.9% |
| 6M | -8.6% | +18.2% | -26.8% | -18.9% |
| YTD | +2.3% | +22.3% | -20.0% | -11.4% |
| 1Y | +6.9% | +28.9% | -21.9% | -10.8% |
| 3Y | +70.6% | +71.5% | -1.0% | +14.6% |
| 5Y | +96.4% | +73.6% | +22.8% | +28.3% |
| All | +96.4% | +73.8% | +22.5% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling