-40.7%
NRG vs IWD
+28.9%
-69.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +10.0% | +2.3% | +7.7% | +7.2% |
| 30D | -3.2% | +3.6% | -6.8% | -8.2% |
| 3M | -18.5% | +2.2% | -20.7% | -21.1% |
| 6M | -25.3% | +13.0% | -38.3% | -39.6% |
| YTD | -38.1% | +26.5% | -64.6% | -57.9% |
| 1Y | -40.7% | +30.1% | -70.8% | -61.1% |
| All | -40.7% | +28.9% | -69.6% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling