-18.0%
NRG vs IP
-21.3%
+3.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +1.3% | -11.2% | +12.5% | +3.2% |
| 3M | -6.0% | +12.3% | -18.3% | -8.3% |
| 6M | -22.0% | -5.2% | -16.7% | -22.8% |
| YTD | -24.1% | -4.0% | -20.2% | -24.3% |
| 1Y | -18.0% | -19.2% | +1.2% | -19.0% |
| All | -18.0% | -21.3% | +3.3% | -19.0% |
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 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