+1,065.2%
NRG vs IWF
+422.7%
+642.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -4.7% | -0.9% | -3.7% | -3.9% |
| 30D | -6.0% | -1.7% | -4.2% | -4.6% |
| 3M | -8.0% | +0.7% | -8.6% | -8.9% |
| 6M | -23.2% | +8.6% | -31.7% | -28.6% |
| YTD | -28.1% | +3.5% | -31.6% | -30.4% |
| 1Y | -27.3% | +7.0% | -34.3% | -31.3% |
| 3Y | +208.7% | +76.3% | +132.3% | +101.9% |
| 5Y | +197.7% | +74.8% | +122.9% | +91.4% |
| All | +1,065.2% | +422.7% | +642.4% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling