+1,065.2%
NRG vs IEF
+3.8%
+1,061.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | -1.3% | -3.3% | -4.9% |
| 30D | -6.0% | -1.7% | -4.2% | -6.3% |
| 3M | -8.0% | -2.5% | -5.4% | -8.4% |
| 6M | -23.2% | -3.3% | -19.9% | -23.8% |
| YTD | -28.1% | -2.8% | -25.2% | -28.5% |
| 1Y | -27.3% | -2.7% | -24.5% | -27.7% |
| 3Y | +208.7% | +8.9% | +199.7% | +215.5% |
| 5Y | +197.7% | -9.4% | +207.1% | +170.1% |
| All | +1,065.2% | +3.8% | +1,061.4% | +936.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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