+62.3%
NUE vs IWD
+71.7%
-9.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.6% |
| 7D | +1.8% | -0.2% | +1.9% | +2.0% |
| 30D | -6.0% | -0.8% | -5.2% | -4.9% |
| 3M | +1.4% | +8.0% | -6.6% | -9.3% |
| 6M | +52.8% | +18.2% | +34.6% | +20.4% |
| YTD | +58.1% | +22.3% | +35.8% | +18.5% |
| 1Y | +80.4% | +28.9% | +51.5% | +25.3% |
| 3Y | +62.3% | +71.5% | -9.3% | -16.7% |
| All | +62.3% | +71.7% | -9.4% | -16.7% |
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 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