+990.2%
IBKR vs NRG
+1,083.9%
-93.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | -1.3% | -4.7% | +3.3% | 0.0% |
| 30D | -0.2% | -6.0% | +5.7% | +1.3% |
| 3M | +3.0% | -8.0% | +10.9% | +4.2% |
| 6M | +33.9% | -23.2% | +57.0% | +41.8% |
| YTD | +42.5% | -28.1% | +70.6% | +53.4% |
| 1Y | +44.9% | -27.3% | +72.1% | +55.2% |
| 3Y | +293.0% | +208.7% | +84.3% | +172.9% |
| 5Y | +497.7% | +197.7% | +300.0% | +309.9% |
| All | +990.2% | +1,083.9% | -93.7% | +500.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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