-27.3%
NRG vs IWD
+28.9%
-56.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.3% |
| 7D | -4.7% | -0.8% | -3.9% | -3.6% |
| 30D | -6.0% | -0.8% | -5.1% | -4.8% |
| 3M | -8.0% | +6.9% | -14.9% | -18.3% |
| 6M | -23.2% | +18.3% | -41.4% | -42.2% |
| YTD | -28.1% | +22.4% | -50.4% | -47.7% |
| 1Y | -27.3% | +27.4% | -54.7% | -49.6% |
| All | -27.3% | +28.9% | -56.2% | -49.6% |
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 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