+166.4%
IWM vs NRG
+1,083.9%
-917.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -2.4% | -4.7% | +2.3% | -1.2% |
| 30D | -4.6% | -6.0% | +1.4% | -3.2% |
| 3M | -0.3% | -8.0% | +7.7% | +0.6% |
| 6M | +14.7% | -23.2% | +37.9% | +20.8% |
| YTD | +17.8% | -28.1% | +45.9% | +25.7% |
| 1Y | +21.2% | -27.3% | +48.5% | +28.2% |
| 3Y | +62.3% | +208.7% | -146.3% | +3.9% |
| 5Y | +38.7% | +197.7% | -158.9% | -12.0% |
| All | +166.4% | +1,083.9% | -917.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling