+208.7%
NRG vs IJH
+49.7%
+158.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.7% |
| 7D | -4.7% | -1.9% | -2.8% | -2.5% |
| 30D | -6.0% | -4.6% | -1.3% | -0.3% |
| 3M | -8.0% | -1.2% | -6.8% | -6.8% |
| 6M | -23.2% | +9.4% | -32.6% | -30.7% |
| YTD | -28.1% | +13.3% | -41.4% | -37.4% |
| 1Y | -27.3% | +13.4% | -40.7% | -36.7% |
| 3Y | +208.7% | +50.4% | +158.2% | +114.4% |
| All | +208.7% | +49.7% | +158.9% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling