+310.3%
IVV vs NRG
+971.7%
-661.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +2.6% | +10.0% | -7.4% | +0.4% |
| 30D | -2.0% | -3.2% | +1.2% | -1.8% |
| 3M | -2.8% | -18.5% | +15.7% | +0.7% |
| 6M | +2.2% | -25.3% | +27.5% | +6.8% |
| YTD | +11.5% | -38.1% | +49.7% | +20.5% |
| 1Y | +13.5% | -40.7% | +54.2% | +23.6% |
| 3Y | +78.1% | +121.8% | -43.7% | +30.9% |
| 5Y | +73.1% | +209.2% | -136.1% | +14.5% |
| All | +310.3% | +971.7% | -661.4% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling