+1,065.2%
NRG vs IFF
-20.3%
+1,085.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.7% | -3.2% | -1.5% | -3.6% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -8.0% | +8.4% | -16.4% | -11.0% |
| 6M | -23.2% | +23.0% | -46.2% | -29.4% |
| YTD | -28.1% | +25.5% | -53.5% | -34.5% |
| 1Y | -27.3% | +29.1% | -56.3% | -34.8% |
| 3Y | +208.7% | +31.7% | +177.0% | +169.0% |
| 5Y | +197.7% | -35.2% | +232.9% | +226.8% |
| All | +1,065.2% | -20.3% | +1,085.4% | +979.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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