+212.6%
IEFA vs NRG
+575.3%
-362.7%
-34.8%
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% | +0.7% |
| 7D | -1.6% | -4.7% | +3.1% | -0.8% |
| 30D | -1.5% | -6.0% | +4.5% | -0.6% |
| 3M | +3.4% | -8.0% | +11.4% | +4.1% |
| 6M | +9.5% | -23.2% | +32.6% | +13.2% |
| YTD | +13.0% | -28.1% | +41.1% | +17.9% |
| 1Y | +18.0% | -27.3% | +45.3% | +22.3% |
| 3Y | +65.4% | +208.7% | -143.3% | +26.0% |
| 5Y | +51.6% | +197.7% | -146.1% | +14.5% |
| 10Y | +146.7% | +1,103.3% | -956.6% | +45.7% |
| All | +212.6% | +575.3% | -362.7% | +96.4% |
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 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