-18.6%
NRG vs IOT
+14.9%
-33.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.7% | +2.7% | +6.8% |
| 7D | +7.1% | -2.3% | +9.4% | +6.8% |
| 30D | -1.4% | +3.8% | -5.2% | -0.9% |
| 3M | -10.5% | +14.2% | -24.6% | -8.7% |
| 6M | -26.7% | +40.1% | -66.9% | -25.0% |
| YTD | -24.5% | +13.4% | -37.9% | -22.4% |
| 1Y | -18.6% | +12.2% | -30.7% | -14.7% |
| All | -18.6% | +14.9% | -33.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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