+1,065.2%
NRG vs IJR
+172.1%
+893.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -4.7% | -2.2% | -2.5% | -3.0% |
| 30D | -6.0% | -4.6% | -1.4% | -2.4% |
| 3M | -8.0% | +0.2% | -8.2% | -8.2% |
| 6M | -23.2% | +14.7% | -37.9% | -30.5% |
| YTD | -28.1% | +18.9% | -46.9% | -36.6% |
| 1Y | -27.3% | +19.9% | -47.2% | -36.3% |
| 3Y | +208.7% | +53.0% | +155.6% | +124.5% |
| 5Y | +197.7% | +40.9% | +156.8% | +127.4% |
| All | +1,065.2% | +172.1% | +893.1% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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