+192.9%
NRG vs IWD
+72.1%
+120.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.9% |
| 7D | -0.2% | -2.3% | +2.2% | +2.7% |
| 30D | -6.8% | -1.8% | -5.0% | -4.7% |
| 3M | -7.1% | +8.0% | -15.2% | -16.0% |
| 6M | -27.6% | +17.0% | -44.5% | -40.3% |
| YTD | -29.2% | +21.3% | -50.5% | -43.9% |
| 1Y | -29.9% | +27.9% | -57.8% | -47.9% |
| 3Y | +198.7% | +70.1% | +128.6% | +64.7% |
| 5Y | +192.9% | +74.2% | +118.7% | +57.5% |
| All | +192.9% | +72.1% | +120.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling