+414.5%
IBM vs NRG
+1,598.0%
-1,183.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +0.3% | +9.3% | -9.0% | -1.4% |
| 30D | -1.5% | +1.3% | -2.8% | -1.9% |
| 3M | -16.8% | -6.0% | -10.8% | -16.8% |
| 6M | -9.0% | -22.0% | +12.9% | -6.4% |
| YTD | -20.1% | -24.1% | +4.1% | -17.7% |
| 1Y | -7.0% | -18.0% | +11.0% | -6.3% |
| 3Y | +72.4% | +220.0% | -147.6% | +26.9% |
| 5Y | +112.0% | +201.1% | -89.1% | +55.2% |
| 10Y | +131.6% | +1,085.1% | -953.5% | +25.4% |
| All | +414.5% | +1,598.0% | -1,183.5% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling