+1,065.2%
NRG vs IBB
+125.5%
+939.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -4.7% | -4.2% | -0.4% | -2.3% |
| 30D | -6.0% | +1.1% | -7.1% | -6.7% |
| 3M | -8.0% | +19.0% | -27.0% | -17.2% |
| 6M | -23.2% | +18.9% | -42.0% | -30.9% |
| YTD | -28.1% | +20.3% | -48.4% | -35.8% |
| 1Y | -27.3% | +41.5% | -68.7% | -41.0% |
| 3Y | +208.7% | +60.3% | +148.4% | +130.9% |
| 5Y | +197.7% | +18.7% | +178.9% | +160.1% |
| All | +1,065.2% | +125.5% | +939.7% | +597.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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