+1,065.2%
NRG vs IWD
+203.8%
+861.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.7% |
| 7D | -4.7% | -0.8% | -3.9% | -3.8% |
| 30D | -6.0% | -0.8% | -5.1% | -5.1% |
| 3M | -8.0% | +6.9% | -14.9% | -14.7% |
| 6M | -23.2% | +18.3% | -41.4% | -35.9% |
| YTD | -28.1% | +22.4% | -50.4% | -41.9% |
| 1Y | -27.3% | +27.4% | -54.7% | -43.7% |
| 3Y | +208.7% | +71.2% | +137.5% | +78.8% |
| 5Y | +197.7% | +75.7% | +121.9% | +68.2% |
| All | +1,065.2% | +203.8% | +861.4% | +223.6% |
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