-2.9%
IBM vs NRG
-28.9%
+26.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +4.0% |
| 7D | +3.6% | -4.7% | +8.2% | +3.4% |
| 30D | +3.1% | -6.0% | +9.1% | +2.9% |
| 3M | -10.8% | -8.0% | -2.9% | -11.7% |
| 6M | -0.8% | -23.2% | +22.3% | -1.4% |
| YTD | -16.2% | -28.1% | +11.9% | -16.4% |
| 1Y | -2.9% | -27.3% | +24.4% | -2.0% |
| All | -2.9% | -28.9% | +26.0% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling