+76.9%
IVV vs NRG
+208.6%
-131.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | -0.4% | +3.9% | -4.2% | -1.0% |
| 30D | -1.4% | -3.0% | +1.6% | -1.1% |
| 3M | +3.7% | -10.9% | +14.6% | +4.7% |
| 6M | +13.0% | -25.3% | +38.3% | +17.0% |
| YTD | +12.4% | -26.8% | +39.3% | +16.4% |
| 1Y | +18.6% | -23.3% | +41.9% | +21.2% |
| All | +76.9% | +208.6% | -131.7% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling