+48.4%
NU vs IWD
+70.8%
-22.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +1.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.3% |
| 30D | +10.8% | -0.8% | +11.6% | +12.3% |
| 3M | +32.2% | +8.0% | +24.1% | +16.7% |
| 6M | +5.1% | +18.2% | -13.0% | -19.8% |
| YTD | -8.4% | +22.3% | -30.8% | -33.8% |
| 1Y | +0.7% | +28.9% | -28.2% | -33.1% |
| 3Y | +125.1% | +71.5% | +53.6% | -8.4% |
| All | +48.4% | +70.8% | -22.4% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling