+125.1%
NU vs IWD
+71.7%
+53.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.3% |
| 30D | +10.8% | -0.8% | +11.6% | +12.0% |
| 3M | +32.2% | +8.0% | +24.1% | +19.2% |
| 6M | +5.1% | +18.2% | -13.0% | -16.0% |
| YTD | -8.4% | +22.3% | -30.8% | -30.0% |
| 1Y | +0.7% | +28.9% | -28.2% | -28.0% |
| 3Y | +125.1% | +71.5% | +53.6% | +25.8% |
| All | +125.1% | +71.7% | +53.4% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling