-52.8%
NRG vs IJH
+12.9%
-65.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | +1.8% |
| 7D | -17.0% | -3.4% | -13.6% | -13.4% |
| 30D | -21.9% | -3.1% | -18.7% | -18.8% |
| 3M | -32.9% | -6.6% | -26.3% | -26.5% |
| 6M | -48.4% | -1.6% | -46.8% | -47.7% |
| YTD | -48.7% | +9.5% | -58.1% | -54.3% |
| 1Y | -52.8% | +12.1% | -64.9% | -58.7% |
| All | -52.8% | +12.9% | -65.7% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling