-40.7%
NRG vs IP
-2.1%
-38.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.9% | +7.4% | +9.7% |
| 7D | +2.9% | -3.0% | +6.0% | +3.5% |
| 30D | -9.3% | +10.6% | -20.0% | -11.3% |
| 3M | -17.1% | -13.6% | -3.6% | -15.1% |
| 6M | -28.9% | +10.4% | -39.3% | -31.3% |
| YTD | -37.9% | -6.5% | -31.4% | -37.7% |
| All | -40.7% | -2.1% | -38.6% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling