+34.3%
IR vs NRG
+183.6%
-149.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | +0.2% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -14.0% | -6.8% | -7.2% | -12.6% |
| 3M | +3.7% | -7.1% | +10.9% | +4.4% |
| 6M | -15.4% | -27.6% | +12.2% | -9.3% |
| YTD | -7.7% | -29.2% | +21.5% | -0.9% |
| 1Y | -8.8% | -29.9% | +21.1% | -2.6% |
| 3Y | +5.6% | +198.7% | -193.1% | -34.1% |
| 5Y | +34.3% | +192.9% | -158.6% | -15.3% |
| All | +34.3% | +183.6% | -149.3% | -15.3% |
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 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