+372.2%
IYR vs NRG
+1,484.6%
-1,112.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | -2.8% | -0.2% | -2.7% | -2.9% |
| 30D | -2.5% | -6.8% | +4.3% | -1.0% |
| 3M | -3.0% | -7.1% | +4.2% | -2.4% |
| 6M | +1.6% | -27.6% | +29.2% | +8.5% |
| YTD | +7.3% | -29.2% | +36.5% | +14.5% |
| 1Y | +5.6% | -29.9% | +35.5% | +12.0% |
| 3Y | +28.1% | +198.7% | -170.5% | -18.2% |
| 5Y | +6.1% | +192.9% | -186.8% | -33.5% |
| 10Y | +67.7% | +1,084.1% | -1,016.5% | -36.9% |
| All | +372.2% | +1,484.6% | -1,112.4% | +81.0% |
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