+45.4%
NU vs IWD
+69.3%
-23.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.6% |
| 7D | -4.2% | -2.3% | -1.9% | -0.5% |
| 30D | +10.0% | -1.8% | +11.8% | +13.4% |
| 3M | +29.3% | +8.0% | +21.2% | +14.1% |
| 6M | +0.9% | +17.0% | -16.0% | -21.7% |
| YTD | -10.3% | +21.3% | -31.6% | -34.3% |
| 1Y | -3.2% | +27.9% | -31.1% | -34.9% |
| 3Y | +120.6% | +70.1% | +50.5% | -9.0% |
| All | +45.4% | +69.3% | -23.9% | -33.6% |
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