+898.2%
NRG vs IP
+31.6%
+866.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.9% | +7.4% | +9.2% |
| 7D | +2.9% | -3.0% | +6.0% | +4.1% |
| 30D | -9.3% | +10.6% | -20.0% | -12.9% |
| 3M | -17.1% | -13.6% | -3.6% | -12.7% |
| 6M | -28.9% | +10.4% | -39.3% | -32.4% |
| YTD | -37.9% | -6.5% | -31.4% | -38.2% |
| 1Y | -42.7% | -2.1% | -40.6% | -44.2% |
| 3Y | +127.5% | +22.0% | +105.5% | +94.9% |
| 5Y | +217.4% | -9.7% | +227.1% | +203.4% |
| 10Y | +898.2% | +26.8% | +871.4% | +648.0% |
| All | +898.2% | +31.6% | +866.5% | +648.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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