-7.5%
IGV vs NRG
-50.8%
+43.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.5% | +14.4% | +0.3% |
| 7D | -7.5% | -13.7% | +6.3% | -8.0% |
| 30D | -5.6% | -13.6% | +8.0% | -6.0% |
| 3M | +1.5% | -28.5% | +30.0% | +0.1% |
| 6M | +17.1% | -45.8% | +62.9% | +15.0% |
| YTD | -2.0% | -46.9% | +45.0% | -4.7% |
| 1Y | -7.5% | -49.7% | +42.2% | -9.6% |
| All | -7.5% | -50.8% | +43.3% | -9.6% |
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