+924.9%
NRG vs IWD
+203.0%
+721.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +10.0% | +2.3% | +7.7% | +7.5% |
| 30D | -3.2% | +3.6% | -6.8% | -7.2% |
| 3M | -18.5% | +2.2% | -20.7% | -20.6% |
| 6M | -25.3% | +13.0% | -38.3% | -34.7% |
| YTD | -38.1% | +26.5% | -64.6% | -51.9% |
| 1Y | -40.7% | +30.1% | -70.8% | -55.2% |
| 3Y | +121.8% | +84.9% | +36.9% | +19.0% |
| 5Y | +209.2% | +73.4% | +135.9% | +77.2% |
| All | +924.9% | +203.0% | +721.9% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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