+990.9%
IVV vs NRG
+1,598.0%
-607.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.5% | +9.3% | -8.7% | -1.7% |
| 30D | -1.0% | +1.3% | -2.2% | -1.5% |
| 3M | +3.9% | -6.0% | +9.8% | +4.2% |
| 6M | +14.5% | -22.0% | +36.5% | +19.2% |
| YTD | +12.9% | -24.1% | +37.0% | +17.7% |
| 1Y | +19.4% | -18.0% | +37.4% | +21.4% |
| 3Y | +78.8% | +220.0% | -141.2% | +22.9% |
| 5Y | +82.2% | +201.1% | -118.9% | +24.8% |
| 10Y | +313.7% | +1,085.1% | -771.4% | +89.7% |
| All | +990.9% | +1,598.0% | -607.1% | +387.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling