+1,564.9%
NI vs IWD
+726.5%
+838.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.2% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | -3.5% | +0.6% | -4.1% | -4.0% |
| 3M | -9.1% | +7.2% | -16.3% | -13.7% |
| 6M | -11.8% | +16.2% | -28.0% | -21.1% |
| YTD | +1.1% | +23.3% | -22.2% | -13.4% |
| 1Y | +6.7% | +29.6% | -22.9% | -11.8% |
| 3Y | +71.1% | +70.5% | +0.6% | +15.5% |
| 5Y | +94.3% | +73.5% | +20.8% | +28.6% |
| 10Y | +135.8% | +198.3% | -62.5% | +4.2% |
| All | +1,564.9% | +726.5% | +838.4% | +253.5% |
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