+5,216.3%
NUE vs IWD
+749.4%
+4,466.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.3% |
| 7D | -2.4% | -0.6% | -1.9% | -1.5% |
| 30D | +3.8% | +3.6% | +0.2% | -1.0% |
| 3M | -3.7% | +2.7% | -6.3% | -7.0% |
| 6M | +13.2% | +13.2% | 0.0% | -3.8% |
| YTD | +61.6% | +26.8% | +34.8% | +18.3% |
| 1Y | +83.6% | +29.3% | +54.3% | +31.1% |
| 3Y | +78.6% | +85.1% | -6.5% | -19.6% |
| 5Y | +148.0% | +74.2% | +73.8% | +23.9% |
| 10Y | +449.9% | +204.6% | +245.3% | +36.9% |
| All | +5,216.3% | +749.4% | +4,466.8% | +343.1% |
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