+203.7%
NRG vs IWD
+69.4%
+134.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.8% |
| 7D | -0.2% | -2.3% | +2.2% | +3.2% |
| 30D | -6.8% | -1.8% | -5.0% | -4.4% |
| 3M | -7.1% | +8.0% | -15.2% | -17.5% |
| 6M | -27.6% | +17.0% | -44.5% | -42.4% |
| YTD | -29.2% | +21.3% | -50.5% | -46.3% |
| 1Y | -29.9% | +27.9% | -57.8% | -50.6% |
| All | +203.7% | +69.4% | +134.3% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling