+1,516.1%
NRG vs IAG
+179.8%
+1,336.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.8% |
| 7D | +3.9% | +1.7% | +2.2% | +3.6% |
| 30D | -3.0% | +11.4% | -14.4% | -4.4% |
| 3M | -10.9% | +33.0% | -43.9% | -14.4% |
| 6M | -25.3% | -6.0% | -19.3% | -25.4% |
| YTD | -26.8% | +24.6% | -51.4% | -29.8% |
| 1Y | -23.3% | +105.0% | -128.3% | -31.0% |
| 3Y | +208.6% | +837.9% | -629.3% | +124.3% |
| 5Y | +194.1% | +817.0% | -622.8% | +104.4% |
| 10Y | +1,123.6% | +425.3% | +698.3% | +722.0% |
| All | +1,516.1% | +179.8% | +1,336.3% | +667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling