+2,258.4%
ICE vs NRG
+653.8%
+1,604.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -2.4% | -4.7% | +2.3% | -1.1% |
| 30D | +4.0% | -6.0% | +10.0% | +5.4% |
| 3M | +13.7% | -8.0% | +21.6% | +14.5% |
| 6M | +0.9% | -23.2% | +24.1% | +6.0% |
| YTD | -2.1% | -28.1% | +25.9% | +3.8% |
| 1Y | -9.5% | -27.3% | +17.8% | -5.2% |
| 3Y | +42.1% | +208.7% | -166.6% | -16.3% |
| 5Y | +41.4% | +197.7% | -156.3% | -18.4% |
| 10Y | +216.7% | +1,103.3% | -886.6% | -4.7% |
| All | +2,258.4% | +653.8% | +1,604.7% | +734.3% |
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