+146.8%
NUE vs IWD
+72.9%
+73.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.4% |
| 7D | -2.3% | -1.2% | -1.1% | -0.6% |
| 30D | -6.1% | -1.6% | -4.4% | -3.9% |
| 3M | +1.7% | +7.0% | -5.3% | -7.9% |
| 6M | +53.1% | +17.0% | +36.1% | +22.1% |
| YTD | +59.0% | +21.6% | +37.4% | +19.8% |
| 1Y | +85.3% | +28.0% | +57.3% | +29.6% |
| 3Y | +63.2% | +70.6% | -7.3% | -23.4% |
| 5Y | +146.8% | +73.3% | +73.5% | +15.4% |
| All | +146.8% | +72.9% | +73.8% | +15.4% |
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