+1,464.0%
NRG vs IBN
+1,366.5%
+97.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -0.2% | -5.5% | +5.3% | +1.4% |
| 30D | -6.8% | -3.4% | -3.4% | -5.9% |
| 3M | -7.1% | +8.7% | -15.8% | -9.4% |
| 6M | -27.6% | +3.7% | -31.3% | -28.4% |
| YTD | -29.2% | -2.4% | -26.8% | -29.0% |
| 1Y | -29.9% | -8.1% | -21.8% | -28.6% |
| 3Y | +198.7% | +26.3% | +172.3% | +176.6% |
| 5Y | +192.9% | +54.9% | +138.0% | +153.5% |
| 10Y | +1,084.1% | +311.8% | +772.3% | +632.2% |
| All | +1,464.0% | +1,366.5% | +97.5% | +502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling