+5,203.2%
NUE vs IWD
+745.9%
+4,457.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +6.1% | +1.7% | +4.5% | +3.8% |
| 30D | +2.7% | +3.2% | -0.5% | -1.5% |
| 3M | -3.8% | +2.3% | -6.1% | -6.8% |
| 6M | +14.0% | +12.9% | +1.1% | -2.8% |
| YTD | +61.2% | +26.2% | +34.9% | +18.7% |
| 1Y | +77.8% | +28.3% | +49.5% | +28.2% |
| 3Y | +78.2% | +84.4% | -6.2% | -19.3% |
| 5Y | +149.8% | +73.0% | +76.9% | +26.0% |
| 10Y | +448.6% | +203.3% | +245.2% | +37.4% |
| All | +5,203.2% | +745.9% | +4,457.3% | +344.4% |
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 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