+208.7%
NRG vs IBN
+27.4%
+181.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | -4.7% | -3.0% | -1.7% | -3.6% |
| 30D | -6.0% | -1.5% | -4.5% | -5.5% |
| 3M | -8.0% | +7.9% | -15.9% | -10.8% |
| 6M | -23.2% | +8.6% | -31.8% | -25.9% |
| YTD | -28.1% | -0.6% | -27.5% | -28.7% |
| 1Y | -27.3% | -7.3% | -19.9% | -26.1% |
| 3Y | +208.7% | +26.2% | +182.4% | +194.6% |
| All | +208.7% | +27.4% | +181.2% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling