-18.6%
NRG vs ITW
+5.8%
-24.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.5% |
| 7D | +7.1% | -3.6% | +10.7% | +7.7% |
| 30D | -1.4% | -9.1% | +7.7% | 0.0% |
| 3M | -10.5% | +8.2% | -18.7% | -14.1% |
| 6M | -26.7% | -4.8% | -22.0% | -29.0% |
| YTD | -24.5% | +11.0% | -35.6% | -24.3% |
| 1Y | -18.6% | +4.2% | -22.8% | -20.2% |
| All | -18.6% | +5.8% | -24.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling