+87.8%
NUE vs IWD
+33.0%
+54.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -5.3% |
| 7D | -1.4% | +2.5% | -4.0% | -4.6% |
| 30D | +6.6% | +6.0% | +0.6% | -1.4% |
| 3M | -2.0% | +3.8% | -5.8% | -6.8% |
| 6M | +19.2% | +16.3% | +2.9% | -2.5% |
| YTD | +65.6% | +27.5% | +38.1% | +20.2% |
| 1Y | +87.8% | +32.8% | +55.0% | +30.7% |
| All | +87.8% | +33.0% | +54.8% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling