+19.3%
NU vs IWD
+77.0%
-57.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.3% |
| 7D | +2.8% | -0.6% | +3.3% | +3.6% |
| 30D | -23.0% | +3.6% | -26.6% | -27.4% |
| 3M | -9.7% | +2.7% | -12.4% | -13.4% |
| 6M | -8.7% | +13.2% | -21.9% | -25.3% |
| YTD | -26.4% | +26.8% | -53.2% | -49.8% |
| 1Y | -24.8% | +29.3% | -54.1% | -50.3% |
| 3Y | +44.6% | +85.1% | -40.5% | -48.4% |
| All | +19.3% | +77.0% | -57.7% | -49.3% |
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