-49.7%
NRG vs IAG
+56.5%
-106.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +10.2% | -23.7% | -15.6% |
| 7D | -13.7% | +1.1% | -14.8% | -14.1% |
| 30D | -13.6% | -5.3% | -8.3% | -12.6% |
| 3M | -28.5% | +18.0% | -46.6% | -31.8% |
| 6M | -45.8% | +7.1% | -52.9% | -47.6% |
| YTD | -46.9% | +5.9% | -52.9% | -49.0% |
| 1Y | -49.7% | +59.4% | -109.1% | -59.8% |
| All | -49.7% | +56.5% | -106.3% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling