+1,489.3%
NRG vs IJH
+787.5%
+701.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | -4.7% | -1.9% | -2.8% | -2.9% |
| 30D | -6.0% | -4.6% | -1.3% | -1.5% |
| 3M | -8.0% | -1.2% | -6.8% | -7.0% |
| 6M | -23.2% | +9.4% | -32.6% | -29.1% |
| YTD | -28.1% | +13.3% | -41.4% | -35.6% |
| 1Y | -27.3% | +13.4% | -40.7% | -34.9% |
| 3Y | +208.7% | +50.4% | +158.2% | +115.2% |
| 5Y | +197.7% | +49.0% | +148.7% | +106.3% |
| 10Y | +1,103.3% | +182.6% | +920.7% | +340.8% |
| All | +1,489.3% | +787.5% | +701.9% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling