+14.7%
IWM vs NRG
-25.9%
+40.7%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.4% | -4.7% | +2.3% | -1.7% |
| 30D | -4.6% | -6.0% | +1.4% | -3.8% |
| 3M | -0.3% | -8.0% | +7.7% | -0.9% |
| 6M | +14.7% | -23.2% | +37.9% | +16.9% |
| All | +14.7% | -25.9% | +40.7% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling