+123.0%
IBM vs NRG
+194.8%
-71.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.8% |
| 7D | +3.6% | -4.7% | +8.2% | +4.1% |
| 30D | +3.1% | -6.0% | +9.1% | +3.7% |
| 3M | -10.8% | -8.0% | -2.9% | -10.8% |
| 6M | -0.8% | -23.2% | +22.3% | +1.2% |
| YTD | -16.2% | -28.1% | +11.9% | -14.0% |
| 1Y | -2.9% | -27.3% | +24.4% | -0.9% |
| 3Y | +79.8% | +208.7% | -128.8% | +31.8% |
| All | +123.0% | +194.8% | -71.8% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling