+1,085.1%
NRG vs IP
+20.7%
+1,064.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +1.3% | -11.2% | +12.5% | +6.0% |
| 3M | -6.0% | +12.3% | -18.3% | -11.2% |
| 6M | -22.0% | -5.2% | -16.7% | -22.1% |
| YTD | -24.1% | -4.0% | -20.2% | -25.1% |
| 1Y | -18.0% | -19.2% | +1.2% | -14.0% |
| 3Y | +220.0% | +20.3% | +199.7% | +175.4% |
| 5Y | +201.1% | -17.5% | +218.6% | +199.4% |
| 10Y | +1,085.1% | +21.2% | +1,063.9% | +752.4% |
| All | +1,085.1% | +20.7% | +1,064.4% | +752.4% |
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