+1,065.2%
NRG vs ITW
+194.8%
+870.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -4.7% | -0.7% | -3.9% | -4.3% |
| 30D | -6.0% | -8.3% | +2.4% | -1.5% |
| 3M | -8.0% | +6.0% | -14.0% | -11.6% |
| 6M | -23.2% | 0.0% | -23.1% | -23.8% |
| YTD | -28.1% | +10.2% | -38.3% | -32.4% |
| 1Y | -27.3% | +3.2% | -30.5% | -29.6% |
| 3Y | +208.7% | +21.0% | +187.7% | +169.9% |
| 5Y | +197.7% | +37.9% | +159.7% | +139.2% |
| All | +1,065.2% | +194.8% | +870.3% | +555.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling