+220.4%
NRG vs IOT
+54.1%
+166.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | -4.5% | -0.1% | -4.3% |
| 30D | -6.0% | -2.4% | -3.5% | -5.9% |
| 3M | -8.0% | +19.0% | -26.9% | -10.1% |
| 6M | -23.2% | +19.6% | -42.8% | -25.5% |
| YTD | -28.1% | +8.3% | -36.3% | -29.8% |
| 1Y | -27.3% | -0.8% | -26.5% | -28.5% |
| 3Y | +208.7% | +24.4% | +184.2% | +196.9% |
| All | +220.4% | +54.1% | +166.3% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling