+149.9%
NUE vs IWD
+73.2%
+76.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -6.2% | +1.6% | -7.8% | -8.3% |
| 30D | +2.5% | +3.6% | -1.1% | -2.7% |
| 3M | -6.4% | +2.0% | -8.4% | -9.2% |
| 6M | +13.3% | +13.1% | +0.2% | -5.1% |
| YTD | +58.5% | +26.2% | +32.3% | +13.3% |
| 1Y | +81.9% | +29.6% | +52.3% | +25.1% |
| 3Y | +75.3% | +84.3% | -9.1% | -26.5% |
| 5Y | +149.9% | +73.4% | +76.5% | +17.0% |
| All | +149.9% | +73.2% | +76.7% | +17.0% |
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