+37.9%
IWM vs NRG
+194.8%
-156.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -2.4% | -4.7% | +2.3% | -1.3% |
| 30D | -4.6% | -6.0% | +1.4% | -3.4% |
| 3M | -0.3% | -8.0% | +7.7% | +0.4% |
| 6M | +14.7% | -23.2% | +37.9% | +20.1% |
| YTD | +17.8% | -28.1% | +45.9% | +24.9% |
| 1Y | +21.2% | -27.3% | +48.5% | +27.5% |
| 3Y | +62.3% | +208.7% | -146.3% | +0.7% |
| All | +37.9% | +194.8% | -156.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling