+1,464.0%
NRG vs IWF
+1,256.1%
+207.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.3% |
| 7D | -0.2% | -1.7% | +1.5% | +1.5% |
| 30D | -6.8% | -1.8% | -5.0% | -5.1% |
| 3M | -7.1% | +1.5% | -8.6% | -9.0% |
| 6M | -27.6% | +7.7% | -35.3% | -33.0% |
| YTD | -29.2% | +2.7% | -31.9% | -31.4% |
| 1Y | -29.9% | +6.8% | -36.6% | -34.3% |
| 3Y | +198.7% | +76.9% | +121.8% | +76.6% |
| 5Y | +192.9% | +73.4% | +119.5% | +69.2% |
| 10Y | +1,084.1% | +416.4% | +667.7% | +109.1% |
| All | +1,464.0% | +1,256.1% | +207.9% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling