+1,734.1%
NI vs IWD
+745.7%
+988.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.5% | +1.6% | -0.1% | +0.4% |
| 30D | +11.9% | +3.6% | +8.3% | +9.1% |
| 3M | +9.1% | +2.0% | +7.1% | +7.5% |
| 6M | -1.8% | +13.1% | -14.8% | -10.2% |
| YTD | +11.4% | +26.2% | -14.8% | -6.1% |
| 1Y | +6.4% | +29.6% | -23.2% | -12.1% |
| 3Y | +98.2% | +84.3% | +13.9% | +26.4% |
| 5Y | +110.1% | +73.4% | +36.6% | +39.2% |
| 10Y | +189.0% | +202.4% | -13.5% | +26.4% |
| All | +1,734.1% | +745.7% | +988.4% | +283.1% |
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