+997.6%
IVV vs NRG
+1,589.2%
-591.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.9% |
| 7D | +0.1% | +7.1% | -7.0% | -1.6% |
| 30D | +0.1% | -1.4% | +1.5% | +0.2% |
| 3M | +2.0% | -10.5% | +12.4% | +3.5% |
| 6M | +13.0% | -26.7% | +39.8% | +19.6% |
| YTD | +13.6% | -24.5% | +38.1% | +18.6% |
| 1Y | +20.1% | -18.6% | +38.6% | +22.3% |
| 3Y | +77.6% | +227.1% | -149.5% | +21.3% |
| 5Y | +82.5% | +198.8% | -116.3% | +25.2% |
| 10Y | +316.5% | +1,122.3% | -805.7% | +89.5% |
| All | +997.6% | +1,589.2% | -591.6% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling