+619.0%
IWM vs NRG
+1,598.0%
-979.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.4% | +9.3% | -7.8% | -1.2% |
| 30D | -2.3% | +1.3% | -3.6% | -2.9% |
| 3M | +4.0% | -6.0% | +9.9% | +4.3% |
| 6M | +17.9% | -22.0% | +39.9% | +24.1% |
| YTD | +20.2% | -24.1% | +44.3% | +26.8% |
| 1Y | +25.0% | -18.0% | +43.0% | +27.9% |
| 3Y | +66.0% | +220.0% | -154.0% | +6.0% |
| 5Y | +40.0% | +201.1% | -161.1% | -10.7% |
| 10Y | +166.9% | +1,085.1% | -918.2% | +5.9% |
| All | +619.0% | +1,598.0% | -979.0% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling