-27.6%
NRG vs IEF
-3.8%
-23.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -1.1% |
| 7D | -0.2% | -1.2% | +1.0% | +3.2% |
| 30D | -6.8% | -1.5% | -5.3% | -2.9% |
| 3M | -7.1% | -1.7% | -5.5% | -3.0% |
| 6M | -27.6% | -3.5% | -24.0% | -18.8% |
| All | -27.6% | -3.8% | -23.8% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling