+1,065.2%
NRG vs IAG
+427.6%
+637.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.7% | -1.1% | -3.6% | -4.6% |
| 30D | -6.0% | +12.1% | -18.1% | -7.2% |
| 3M | -8.0% | +25.5% | -33.5% | -10.4% |
| 6M | -23.2% | -7.1% | -16.1% | -23.3% |
| YTD | -28.1% | +22.9% | -50.9% | -30.2% |
| 1Y | -27.3% | +83.3% | -110.6% | -32.1% |
| 3Y | +208.7% | +808.5% | -599.9% | +149.3% |
| 5Y | +197.7% | +838.0% | -640.3% | +132.0% |
| All | +1,065.2% | +427.6% | +637.6% | +789.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling