+1,464.0%
NRG vs IEF
+105.7%
+1,358.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.9% |
| 7D | -0.2% | -1.2% | +1.0% | -1.2% |
| 30D | -6.8% | -1.5% | -5.3% | -8.0% |
| 3M | -7.1% | -1.7% | -5.5% | -8.4% |
| 6M | -27.6% | -3.5% | -24.0% | -29.9% |
| YTD | -29.2% | -2.6% | -26.6% | -31.0% |
| 1Y | -29.9% | -2.4% | -27.5% | -31.5% |
| 3Y | +198.7% | +8.9% | +189.7% | +221.5% |
| 5Y | +192.9% | -9.2% | +202.2% | +157.1% |
| 10Y | +1,084.1% | +3.9% | +1,080.3% | +1,117.9% |
| All | +1,464.0% | +105.7% | +1,358.3% | +3,235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling