+1,687.9%
NI vs IWD
+728.9%
+959.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -0.9% | -0.5% | -0.5% | -0.6% |
| 30D | +9.6% | +2.7% | +7.0% | +7.6% |
| 3M | +2.5% | +0.9% | +1.6% | +1.8% |
| 6M | -5.8% | +10.5% | -16.4% | -12.5% |
| YTD | +8.6% | +23.7% | -15.1% | -7.2% |
| 1Y | +6.0% | +28.7% | -22.8% | -12.0% |
| 3Y | +91.0% | +79.7% | +11.3% | +24.0% |
| 5Y | +104.8% | +69.7% | +35.1% | +37.8% |
| 10Y | +176.7% | +211.4% | -34.7% | +18.5% |
| All | +1,687.9% | +728.9% | +959.0% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling