+1,567.2%
NRG vs IWD
+673.9%
+893.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +7.1% |
| 7D | +7.1% | -0.3% | +7.4% | +7.4% |
| 30D | -1.4% | +0.6% | -2.0% | -2.0% |
| 3M | -10.5% | +7.2% | -17.7% | -17.0% |
| 6M | -26.7% | +16.2% | -42.9% | -37.3% |
| YTD | -24.5% | +23.3% | -47.9% | -39.2% |
| 1Y | -18.6% | +29.6% | -48.1% | -37.7% |
| 3Y | +227.1% | +70.5% | +156.7% | +91.4% |
| 5Y | +198.8% | +73.5% | +125.3% | +72.1% |
| 10Y | +1,122.3% | +198.3% | +923.9% | +301.1% |
| All | +1,567.2% | +673.9% | +893.4% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling